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 | 1.89% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,735 | 299,735 | 157,148 CHF | 160,148 CHF | 100.00% | 100.00% |
15/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 300,000 | 300,000 | 299,339 | 299,339 | 151,405 CHF | 154,405 CHF | 99.84% | 99.84% |
14/05/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 299,911 | 299,911 | 144,837 CHF | 147,837 CHF | 99.89% | 99.89% |
13/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 148,393 CHF | 151,393 CHF | 100.00% | 100.00% |
10/05/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 149,127 CHF | 152,127 CHF | 100.00% | 100.00% |
08/05/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 299,992 | 299,992 | 144,458 CHF | 147,458 CHF | 99.17% | 99.17% |
07/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 299,718 | 299,718 | 149,481 CHF | 152,481 CHF | 99.81% | 99.81% |
06/05/2024 | 1.90% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 156,641 CHF | 159,641 CHF | 100.00% | 100.00% |
03/05/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 153,899 CHF | 156,899 CHF | 98.76% | 98.76% |
02/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 136,531 CHF | 139,531 CHF | 100.00% | 100.00% |