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 | 2.68% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,737 CHF | 75,579 CHF | 89.24% | 89.24% |
15/05/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,414 CHF | 77,471 CHF | 92.07% | 92.07% |
14/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 248,491 CHF | 84,830 CHF | 85.34% | 85.34% |
13/05/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,073 CHF | 86,024 CHF | 74.67% | 74.67% |
10/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,554 CHF | 88,518 CHF | 85.10% | 85.10% |
08/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,274 CHF | 91,425 CHF | 84.46% | 84.46% |
07/05/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,047 CHF | 91,016 CHF | 94.83% | 94.83% |
06/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,452 CHF | 85,817 CHF | 81.94% | 81.94% |
03/05/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,696 CHF | 86,899 CHF | 96.30% | 96.30% |
02/05/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 258,516 CHF | 88,172 CHF | 97.45% | 97.45% |