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 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,112 | 100,000 | 52,312 CHF | 48,960 CHF | 97.75% | 97.75% |
15/05/2024 | 2.38% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 124,122 | 99,757 | 52,325 CHF | 43,182 CHF | 98.90% | 98.90% |
14/05/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 117,690 | 100,000 | 52,841 CHF | 45,922 CHF | 99.50% | 99.50% |
13/05/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 117,606 | 100,000 | 52,937 CHF | 46,040 CHF | 99.81% | 99.81% |
10/05/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 121,596 | 100,000 | 51,982 CHF | 43,849 CHF | 100.00% | 100.00% |
08/05/2024 | 3.01% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 158,272 | 100,000 | 51,833 CHF | 33,944 CHF | 100.00% | 100.00% |
07/05/2024 | 4.48% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 230,755 | 100,000 | 50,343 CHF | 22,928 CHF | 96.64% | 96.64% |
06/05/2024 | 3.64% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 189,242 | 100,000 | 51,116 CHF | 28,311 CHF | 100.00% | 100.00% |
03/05/2024 | 3.84% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 198,582 | 99,973 | 50,717 CHF | 26,568 CHF | 97.93% | 97.93% |
02/05/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 211,211 | 100,000 | 50,555 CHF | 25,012 CHF | 99.41% | 99.41% |