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 | 3.53% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 177,267 | 75,000 | 51,545 CHF | 22,602 CHF | 98.70% | 98.70% |
15/05/2024 | 3.66% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 184,137 | 74,208 | 51,537 CHF | 21,621 CHF | 94.94% | 94.94% |
14/05/2024 | 8.11% | 0.23 CHF | 0.25 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 9,093 CHF | 9,860 CHF | 96.88% | 96.88% |
13/05/2024 | 3.72% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 186,181 | 75,000 | 50,949 CHF | 21,315 CHF | 95.93% | 95.93% |
10/05/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 169,779 | 75,000 | 52,374 CHF | 23,926 CHF | 80.89% | 80.89% |
08/05/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 174,069 | 75,000 | 51,937 CHF | 23,178 CHF | 58.65% | 58.65% |
07/05/2024 | 4.07% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 170,313 | 71,629 | 47,131 CHF | 20,622 CHF | 98.05% | 98.05% |
06/05/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 181,164 | 75,000 | 50,930 CHF | 21,861 CHF | 97.25% | 97.25% |
03/05/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 179,910 | 75,000 | 50,924 CHF | 21,992 CHF | 95.83% | 95.83% |
02/05/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 185,233 | 75,000 | 50,863 CHF | 21,382 CHF | 95.84% | 95.84% |