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 | 3.50% | 0.27 CHF | 0.28 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 140,286 CHF | 29,057 CHF | 99.27% | 99.27% |
15/05/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 149,086 CHF | 30,817 CHF | 99.07% | 99.07% |
14/05/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 141,301 CHF | 29,260 CHF | 99.27% | 99.27% |
13/05/2024 | 3.71% | 0.30 CHF | 0.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 132,854 CHF | 27,571 CHF | 98.47% | 98.47% |
10/05/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 101,648 CHF | 21,330 CHF | 99.27% | 99.27% |
08/05/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 96,947 CHF | 20,389 CHF | 99.27% | 99.27% |
07/05/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 110,156 CHF | 23,031 CHF | 98.13% | 98.13% |
06/05/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 116,940 CHF | 24,388 CHF | 99.27% | 99.27% |
03/05/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 115,642 CHF | 24,128 CHF | 99.17% | 99.17% |
02/05/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 127,467 CHF | 26,494 CHF | 99.27% | 99.27% |