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 | 2.43% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 127,682 | 100,000 | 51,803 CHF | 41,601 CHF | 93.06% | 93.06% |
15/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 116,451 | 99,180 | 52,629 CHF | 45,859 CHF | 91.32% | 91.32% |
14/05/2024 | 2.57% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,097 | 100,000 | 52,755 CHF | 46,682 CHF | 95.48% | 95.48% |
13/05/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,355 | 100,000 | 52,259 CHF | 44,814 CHF | 95.44% | 95.44% |
10/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 126,842 | 100,000 | 52,331 CHF | 42,274 CHF | 97.86% | 97.86% |
08/05/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 139,985 | 100,000 | 51,993 CHF | 38,142 CHF | 100.00% | 100.00% |
07/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 139,897 | 100,000 | 52,000 CHF | 38,171 CHF | 95.73% | 95.73% |
06/05/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 142,624 | 100,000 | 50,925 CHF | 36,727 CHF | 94.79% | 94.79% |
03/05/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 155,297 | 100,000 | 51,986 CHF | 34,495 CHF | 98.64% | 98.64% |
02/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 165,778 | 100,000 | 52,028 CHF | 32,402 CHF | 99.12% | 99.12% |