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 | 2.88% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 299,735 | 299,735 | 102,930 CHF | 105,930 CHF | 100.00% | 100.00% |
15/05/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 299,330 | 299,330 | 97,521 CHF | 100,521 CHF | 99.84% | 99.84% |
14/05/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 299,908 | 299,908 | 90,618 CHF | 93,618 CHF | 99.88% | 99.88% |
13/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 94,188 CHF | 97,188 CHF | 100.00% | 100.00% |
10/05/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 94,674 CHF | 97,674 CHF | 100.00% | 100.00% |
08/05/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 299,993 | 299,993 | 90,162 CHF | 93,162 CHF | 99.17% | 99.17% |
07/05/2024 | 3.11% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 299,714 | 299,714 | 95,240 CHF | 98,240 CHF | 99.81% | 99.81% |
06/05/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 102,407 CHF | 105,407 CHF | 100.00% | 100.00% |
03/05/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 99,654 CHF | 102,654 CHF | 98.77% | 98.77% |
02/05/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 82,213 CHF | 85,213 CHF | 100.00% | 100.00% |