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 | 0.80% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 561,480 CHF | 188,660 CHF | 99.37% | 99.37% |
15/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 544,276 CHF | 182,925 CHF | 99.38% | 99.38% |
14/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,449 CHF | 172,650 CHF | 99.36% | 99.36% |
13/05/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 500,541 CHF | 168,347 CHF | 98.79% | 98.79% |
10/05/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 445,506 CHF | 150,002 CHF | 99.37% | 99.37% |
08/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 380,735 CHF | 128,412 CHF | 99.38% | 99.38% |
07/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 579,438 | 193,146 | 432,332 CHF | 146,042 CHF | 98.16% | 98.16% |
06/05/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 475,403 | 158,468 | 369,972 CHF | 124,909 CHF | 99.38% | 99.38% |
03/05/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 468,964 | 156,321 | 365,886 CHF | 123,525 CHF | 99.35% | 99.35% |
02/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 586,409 | 195,470 | 445,677 CHF | 150,514 CHF | 99.36% | 99.36% |