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 | 3.42% | 0.44 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,535 CHF | 90,578 CHF | 99.30% | 99.30% |
15/05/2024 | 4.18% | 0.42 CHF | 0.44 CHF | 200,000 | 200,000 | 197,955 | 197,955 | 82,185 CHF | 85,701 CHF | 98.89% | 98.89% |
14/05/2024 | 3.72% | 0.43 CHF | 0.45 CHF | 200,000 | 200,000 | 197,537 | 197,537 | 85,372 CHF | 88,550 CHF | 99.86% | 99.86% |
13/05/2024 | 3.92% | 0.41 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,621 CHF | 85,923 CHF | 100.00% | 100.00% |
10/05/2024 | 3.44% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,997 CHF | 87,970 CHF | 100.00% | 100.00% |
08/05/2024 | 4.29% | 0.41 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 102,860 CHF | 107,368 CHF | 100.00% | 100.00% |
07/05/2024 | 3.93% | 0.41 CHF | 0.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 100,600 CHF | 104,635 CHF | 97.91% | 97.91% |
06/05/2024 | 3.75% | 0.40 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,379 CHF | 85,529 CHF | 100.00% | 100.00% |
03/05/2024 | 3.54% | 0.42 CHF | 0.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 108,745 CHF | 112,658 CHF | 98.11% | 98.11% |
02/05/2024 | 3.66% | 0.39 CHF | 0.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 97,130 CHF | 100,747 CHF | 99.13% | 99.13% |