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 | 1.98% | 0.49 CHF | 0.50 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 75,009 CHF | 25,503 CHF | 97.53% | 97.53% |
15/05/2024 | 2.11% | 0.52 CHF | 0.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 70,339 CHF | 23,946 CHF | 99.35% | 99.35% |
14/05/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 68,448 CHF | 23,316 CHF | 98.66% | 98.66% |
13/05/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 67,349 CHF | 22,950 CHF | 98.15% | 98.15% |
10/05/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 67,353 CHF | 22,951 CHF | 99.37% | 99.37% |
08/05/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 68,817 CHF | 23,439 CHF | 99.32% | 99.32% |
07/05/2024 | 3.12% | 0.46 CHF | 0.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 50,519 CHF | 17,340 CHF | 96.78% | 96.78% |
06/05/2024 | 3.36% | 0.27 CHF | 0.28 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 44,004 CHF | 15,168 CHF | 99.37% | 99.37% |
03/05/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 48,723 CHF | 16,741 CHF | 99.32% | 99.32% |
02/05/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 53,834 CHF | 18,445 CHF | 99.37% | 99.37% |