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 | 3.95% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 299,821 | 299,821 | 74,809 CHF | 77,809 CHF | 100.00% | 100.00% |
15/05/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 299,394 | 299,321 | 69,338 CHF | 72,321 CHF | 99.84% | 99.84% |
14/05/2024 | 4.71% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 299,946 | 299,946 | 62,282 CHF | 65,282 CHF | 99.87% | 99.87% |
13/05/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 65,831 CHF | 68,831 CHF | 100.00% | 100.00% |
10/05/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 66,238 CHF | 69,238 CHF | 100.00% | 100.00% |
08/05/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 300,000 | 300,000 | 299,989 | 299,989 | 61,812 CHF | 64,812 CHF | 99.17% | 99.17% |
07/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 299,874 | 299,874 | 66,932 CHF | 69,932 CHF | 99.74% | 99.74% |
06/05/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 73,334 CHF | 76,334 CHF | 100.00% | 100.00% |
03/05/2024 | 4.15% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 71,205 CHF | 74,205 CHF | 98.77% | 98.77% |
02/05/2024 | 5.41% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 54,052 CHF | 57,052 CHF | 99.99% | 99.99% |