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 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,163 CHF | 156,221 CHF | 99.37% | 99.37% |
15/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 448,067 CHF | 150,856 CHF | 99.38% | 99.38% |
14/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,063 CHF | 141,188 CHF | 99.36% | 99.36% |
13/05/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,050 CHF | 137,183 CHF | 98.80% | 98.80% |
10/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 536,526 | 178,842 | 423,483 CHF | 142,949 CHF | 99.36% | 99.36% |
08/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 397,229 CHF | 134,410 CHF | 99.37% | 99.37% |
07/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,318 CHF | 117,106 CHF | 98.16% | 98.16% |
06/05/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 364,324 CHF | 123,441 CHF | 99.38% | 99.38% |
03/05/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,200 CHF | 123,733 CHF | 99.35% | 99.35% |
02/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 355,021 CHF | 120,340 CHF | 99.36% | 99.36% |