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 | 2.26% | 0.43 CHF | 0.44 CHF | 400,000 | 400,000 | 180,200 | 180,200 | 79,936 CHF | 81,744 CHF | 100.00% | 100.00% |
15/05/2024 | 2.47% | 0.47 CHF | 0.48 CHF | 410,000 | 410,000 | 178,170 | 178,170 | 75,721 CHF | 77,510 CHF | 100.00% | 100.00% |
14/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 390,000 | 390,000 | 174,817 | 174,817 | 70,287 CHF | 72,040 CHF | 100.00% | 100.00% |
13/05/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 390,000 | 390,000 | 174,740 | 174,740 | 68,604 CHF | 70,355 CHF | 100.00% | 100.00% |
10/05/2024 | 2.58% | 0.40 CHF | 0.41 CHF | 390,000 | 390,000 | 174,797 | 174,797 | 68,487 CHF | 70,238 CHF | 99.88% | 99.88% |
08/05/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 390,000 | 390,000 | 129,064 | 129,064 | 51,426 CHF | 52,719 CHF | 97.39% | 97.39% |
07/05/2024 | 3.07% | 0.40 CHF | 0.41 CHF | 395,000 | 395,000 | 169,999 | 169,999 | 64,732 CHF | 66,436 CHF | 58.18% | 98.81% |
06/05/2024 | 3.92% | 0.22 CHF | 0.26 CHF | 360,000 | 92,000 | 92,000 | 92,000 | 23,000 CHF | 23,920 CHF | 10.18% | 100.00% |
03/05/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 365,000 | 365,000 | 149,111 | 149,111 | 39,487 CHF | 40,981 CHF | 99.98% | 99.98% |
02/05/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 365,000 | 365,000 | 165,598 | 165,598 | 49,524 CHF | 51,183 CHF | 99.99% | 99.99% |