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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 298,925 | 298,925 | 93,298 CHF | 96,298 CHF | 99.95% | 99.95% |
22/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 93,858 CHF | 96,858 CHF | 100.00% | 100.00% |
21/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 299,854 | 299,854 | 106,441 CHF | 109,441 CHF | 99.33% | 99.33% |
17/05/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 111,825 CHF | 114,825 CHF | 100.00% | 100.00% |
16/05/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 299,736 | 299,736 | 129,708 CHF | 132,708 CHF | 100.00% | 100.00% |
15/05/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 299,325 | 299,325 | 124,251 CHF | 127,251 CHF | 99.84% | 99.84% |
14/05/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 299,903 | 299,903 | 117,466 CHF | 120,466 CHF | 99.88% | 99.88% |
13/05/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 121,020 CHF | 124,020 CHF | 100.00% | 100.00% |
10/05/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 121,674 CHF | 124,674 CHF | 100.00% | 100.00% |
08/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 299,988 | 299,988 | 116,888 CHF | 119,888 CHF | 99.17% | 99.17% |