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 | 3.00% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 157,232 | 100,000 | 51,607 CHF | 33,847 CHF | 93.06% | 93.06% |
15/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 99,180 | 52,084 CHF | 37,891 CHF | 91.32% | 91.32% |
14/05/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 137,759 | 100,000 | 51,455 CHF | 38,386 CHF | 95.48% | 95.48% |
13/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,649 | 100,000 | 51,121 CHF | 36,853 CHF | 95.44% | 95.44% |
10/05/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 155,454 | 100,000 | 51,987 CHF | 34,460 CHF | 97.86% | 97.86% |
08/05/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 173,209 | 100,000 | 51,430 CHF | 30,706 CHF | 100.00% | 100.00% |
07/05/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 173,539 | 100,000 | 51,606 CHF | 30,753 CHF | 97.78% | 97.78% |
06/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 182,486 | 100,000 | 51,860 CHF | 29,438 CHF | 94.79% | 94.79% |
03/05/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 196,170 | 100,000 | 51,650 CHF | 27,344 CHF | 98.63% | 98.63% |
02/05/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 205,255 | 100,000 | 50,295 CHF | 25,519 CHF | 99.13% | 99.13% |