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 | 2.16% | 0.48 CHF | 0.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 229,096 CHF | 46,819 CHF | 99.27% | 99.27% |
15/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 252,956 CHF | 51,591 CHF | 99.07% | 99.07% |
14/05/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 254,894 CHF | 51,979 CHF | 99.27% | 99.27% |
13/05/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 246,535 CHF | 50,307 CHF | 98.47% | 98.47% |
10/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 233,063 CHF | 47,613 CHF | 99.27% | 99.27% |
08/05/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 208,976 CHF | 42,795 CHF | 99.27% | 99.27% |
07/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 208,262 CHF | 42,653 CHF | 99.27% | 99.27% |
06/05/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 199,732 CHF | 40,946 CHF | 99.27% | 99.27% |
03/05/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 500,000 | 100,000 | 499,992 | 100,000 | 185,667 CHF | 38,134 CHF | 99.17% | 99.17% |
02/05/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 172,246 CHF | 35,449 CHF | 99.27% | 99.27% |