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 | 2.15% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 115,077 CHF | 117,577 CHF | 99.30% | 99.30% |
15/05/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 248,186 | 247,988 | 108,775 CHF | 111,166 CHF | 98.89% | 98.89% |
14/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 247,776 | 247,776 | 112,315 CHF | 114,806 CHF | 99.17% | 99.17% |
13/05/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 108,855 CHF | 111,355 CHF | 100.00% | 100.00% |
10/05/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 111,869 CHF | 114,369 CHF | 100.00% | 100.00% |
08/05/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 109,340 CHF | 111,840 CHF | 100.00% | 100.00% |
07/05/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 106,616 CHF | 109,116 CHF | 98.92% | 98.92% |
06/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 108,749 CHF | 111,249 CHF | 100.00% | 100.00% |
03/05/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 114,587 CHF | 117,087 CHF | 98.64% | 98.64% |
02/05/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 102,863 CHF | 105,363 CHF | 99.13% | 99.13% |