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 | 2.93% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 872,779 | 290,926 | 293,576 CHF | 100,768 CHF | 99.19% | 99.19% |
15/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 281,393 CHF | 96,798 CHF | 98.92% | 98.92% |
14/05/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 299,978 | 268,181 CHF | 92,387 CHF | 98.17% | 98.17% |
13/05/2024 | 3.70% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 240,275 CHF | 83,092 CHF | 96.95% | 96.95% |
10/05/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 299,946 | 247,197 CHF | 85,384 CHF | 99.39% | 99.39% |
08/05/2024 | 3.43% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 259,562 CHF | 89,521 CHF | 98.03% | 98.03% |
07/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 298,280 CHF | 102,427 CHF | 97.08% | 97.08% |
06/05/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 899,976 | 300,000 | 294,326 CHF | 101,111 CHF | 92.14% | 92.14% |
03/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 282,553 CHF | 97,184 CHF | 98.27% | 98.27% |
02/05/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 894,531 | 298,121 | 281,471 CHF | 96,788 CHF | 96.72% | 96.72% |