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 | 2.48% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 99,767 CHF | 40,907 CHF | 99.17% | 99.17% |
15/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 95,332 CHF | 39,133 CHF | 94.71% | 94.71% |
14/05/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 100,620 CHF | 41,248 CHF | 99.17% | 99.17% |
13/05/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 101,168 CHF | 41,467 CHF | 98.69% | 98.69% |
10/05/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 98,968 CHF | 40,587 CHF | 99.17% | 99.17% |
08/05/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 101,461 CHF | 41,584 CHF | 99.17% | 99.17% |
07/05/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 104,739 CHF | 42,896 CHF | 97.18% | 97.18% |
06/05/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 111,566 CHF | 45,627 CHF | 99.17% | 99.17% |
03/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 111,706 CHF | 45,682 CHF | 99.16% | 99.16% |
02/05/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 116,052 CHF | 47,421 CHF | 99.12% | 99.12% |