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 | 2.38% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 249,667 CHF | 85,222 CHF | 98.73% | 98.73% |
15/05/2024 | 2.87% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,874 CHF | 71,958 CHF | 98.70% | 98.70% |
14/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,476 CHF | 91,492 CHF | 98.80% | 98.80% |
13/05/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,125 CHF | 86,042 CHF | 93.45% | 93.45% |
10/05/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,459 CHF | 87,486 CHF | 98.80% | 98.80% |
08/05/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 223,561 CHF | 76,521 CHF | 98.70% | 98.70% |
07/05/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,981 CHF | 83,994 CHF | 98.72% | 98.72% |
06/05/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,224 CHF | 91,075 CHF | 98.81% | 98.81% |
03/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,384 CHF | 81,795 CHF | 98.74% | 98.74% |
02/05/2024 | 2.64% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 224,933 CHF | 76,978 CHF | 98.75% | 98.75% |