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 | 2.08% | 0.48 CHF | 0.49 CHF | 110,000 | 110,000 | 109,914 | 109,914 | 52,443 CHF | 53,543 CHF | 99.75% | 99.75% |
15/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 109,759 | 109,759 | 49,301 CHF | 50,401 CHF | 100.00% | 100.00% |
14/05/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110,000 | 110,000 | 109,978 | 109,978 | 51,564 CHF | 52,664 CHF | 100.00% | 100.00% |
13/05/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 66,975 CHF | 68,174 CHF | 100.00% | 100.00% |
10/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 73,396 CHF | 74,596 CHF | 99.99% | 99.99% |
08/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 119,975 | 119,975 | 83,871 CHF | 85,071 CHF | 99.09% | 99.09% |
07/05/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 121,841 | 121,841 | 88,247 CHF | 89,466 CHF | 99.81% | 99.81% |
06/05/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 99,637 CHF | 100,937 CHF | 100.00% | 100.00% |
03/05/2024 | 1.56% | 0.73 CHF | 0.74 CHF | 130,000 | 130,000 | 122,708 | 122,708 | 81,535 CHF | 82,762 CHF | 99.03% | 99.03% |
02/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 73,745 CHF | 74,945 CHF | 99.99% | 99.99% |