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 | 0.84% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 536,695 CHF | 180,398 CHF | 99.37% | 99.37% |
15/05/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 521,996 CHF | 175,499 CHF | 99.53% | 99.53% |
14/05/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 492,950 CHF | 165,817 CHF | 99.37% | 99.37% |
13/05/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,675 CHF | 161,392 CHF | 98.79% | 98.79% |
10/05/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 454,450 | 151,483 | 431,273 CHF | 145,272 CHF | 99.37% | 99.37% |
08/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 489,066 CHF | 165,022 CHF | 99.37% | 99.37% |
07/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 433,854 CHF | 146,618 CHF | 98.15% | 98.15% |
06/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 454,271 CHF | 153,424 CHF | 99.38% | 99.38% |
03/05/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 454,625 CHF | 153,542 CHF | 99.35% | 99.35% |
02/05/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 443,205 CHF | 149,735 CHF | 99.35% | 99.35% |