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 | 4.27% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 220,266 | 100,000 | 50,538 CHF | 23,971 CHF | 72.96% | 72.96% |
22/05/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 207,080 | 100,000 | 50,801 CHF | 25,661 CHF | 76.47% | 76.47% |
21/05/2024 | 3.39% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 124,430 | 86,193 | 42,352 CHF | 30,418 CHF | 99.98% | 99.98% |
17/05/2024 | 3.75% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,968 CHF | 20,731 CHF | 100.00% | 100.00% |
16/05/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 178,080 | 100,000 | 51,527 CHF | 29,951 CHF | 99.30% | 99.30% |
15/05/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 204,610 | 99,241 | 51,034 CHF | 25,784 CHF | 98.89% | 98.89% |
14/05/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 181,387 | 98,769 | 50,369 CHF | 28,576 CHF | 99.86% | 99.86% |
13/05/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 208,640 | 100,000 | 50,796 CHF | 25,423 CHF | 100.00% | 100.00% |
10/05/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 191,722 | 100,000 | 51,176 CHF | 27,722 CHF | 100.00% | 100.00% |
08/05/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 204,422 | 100,000 | 50,222 CHF | 25,583 CHF | 100.00% | 100.00% |