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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,848 | 100,000 | 51,639 CHF | 40,772 CHF | 100.00% | 100.00% |
16/05/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 137,107 | 100,000 | 51,788 CHF | 38,801 CHF | 98.61% | 98.61% |
15/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 124,375 | 99,753 | 51,751 CHF | 42,531 CHF | 98.95% | 98.95% |
14/05/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 122,899 | 100,000 | 51,629 CHF | 43,040 CHF | 100.00% | 100.00% |
13/05/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,315 CHF | 83,315 CHF | 100.00% | 100.00% |
10/05/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,754 CHF | 78,754 CHF | 100.00% | 100.00% |
08/05/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,078 CHF | 71,078 CHF | 100.00% | 100.00% |
07/05/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,051 CHF | 71,051 CHF | 98.86% | 98.86% |
06/05/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,188 CHF | 68,188 CHF | 94.79% | 94.79% |
03/05/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,239 CHF | 63,239 CHF | 93.19% | 93.19% |