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 | 1.34% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 445,470 CHF | 150,490 CHF | 99.37% | 99.37% |
15/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 429,076 CHF | 145,025 CHF | 99.53% | 99.53% |
14/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 398,636 CHF | 134,879 CHF | 99.36% | 99.36% |
13/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 599,989 | 199,989 | 382,106 CHF | 129,364 CHF | 98.79% | 98.79% |
10/05/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 611,256 | 203,752 | 334,676 CHF | 113,596 CHF | 99.36% | 99.36% |
08/05/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 338,103 CHF | 115,201 CHF | 99.37% | 99.37% |
07/05/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 291,198 CHF | 99,566 CHF | 98.16% | 98.16% |
06/05/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,117 CHF | 106,206 CHF | 99.38% | 99.38% |
03/05/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,525 CHF | 106,342 CHF | 99.35% | 99.35% |
02/05/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 302,486 CHF | 103,329 CHF | 99.36% | 99.36% |