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 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 452,935 | 150,978 | 431,001 CHF | 145,177 CHF | 99.37% | 99.37% |
15/05/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 600,000 | 200,000 | 589,664 | 196,555 | 543,426 CHF | 183,107 CHF | 99.53% | 99.53% |
14/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 518,063 CHF | 174,688 CHF | 99.36% | 99.36% |
13/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 500,959 CHF | 168,986 CHF | 98.79% | 98.79% |
10/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 438,747 CHF | 148,249 CHF | 99.36% | 99.36% |
08/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 368,469 CHF | 124,823 CHF | 99.37% | 99.37% |
07/05/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 322,039 CHF | 109,346 CHF | 98.16% | 98.16% |
06/05/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 340,534 CHF | 115,512 CHF | 99.38% | 99.38% |
03/05/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 341,065 CHF | 115,688 CHF | 99.35% | 99.35% |
02/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 331,455 CHF | 112,485 CHF | 99.35% | 99.35% |