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 | 2.64% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,854 CHF | 76,951 CHF | 99.24% | 99.24% |
15/05/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,638 CHF | 68,213 CHF | 99.17% | 99.17% |
14/05/2024 | 2.69% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,219 CHF | 76,407 CHF | 96.67% | 96.67% |
13/05/2024 | 2.51% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 236,492 CHF | 80,831 CHF | 98.41% | 98.41% |
10/05/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 599,989 | 200,000 | 201,911 CHF | 69,305 CHF | 95.39% | 95.39% |
08/05/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 179,784 CHF | 61,928 CHF | 97.65% | 97.65% |
07/05/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 196,970 CHF | 67,657 CHF | 99.20% | 99.20% |
06/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,124 CHF | 74,375 CHF | 99.24% | 99.24% |
03/05/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 599,999 | 200,000 | 210,596 CHF | 72,199 CHF | 98.23% | 98.23% |
02/05/2024 | 3.28% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,180 CHF | 62,060 CHF | 99.15% | 99.15% |