Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.79% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 333,746 CHF | 113,249 CHF | 98.71% | 98.71% |
15/05/2024 | 2.04% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 293,886 CHF | 99,962 CHF | 98.69% | 98.69% |
14/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 351,561 CHF | 119,187 CHF | 98.80% | 98.80% |
13/05/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 334,873 CHF | 113,624 CHF | 93.41% | 93.41% |
10/05/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 339,297 CHF | 115,099 CHF | 98.80% | 98.80% |
08/05/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 306,591 CHF | 104,197 CHF | 98.72% | 98.72% |
07/05/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,149 CHF | 111,716 CHF | 98.72% | 98.72% |
06/05/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 350,688 CHF | 118,896 CHF | 98.79% | 98.79% |
03/05/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,517 CHF | 109,506 CHF | 98.71% | 98.71% |
02/05/2024 | 1.93% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 308,499 CHF | 104,833 CHF | 98.78% | 98.78% |