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 | 2.78% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 146,406 | 100,000 | 51,969 CHF | 36,519 CHF | 99.30% | 99.30% |
15/05/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 165,222 | 99,241 | 52,132 CHF | 32,344 CHF | 98.89% | 98.89% |
14/05/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 147,463 | 98,769 | 50,775 CHF | 35,138 CHF | 99.86% | 99.86% |
13/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 167,451 | 100,000 | 51,845 CHF | 32,030 CHF | 100.00% | 100.00% |
10/05/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 155,849 | 100,000 | 51,821 CHF | 34,275 CHF | 100.00% | 100.00% |
08/05/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 168,545 | 100,000 | 52,359 CHF | 32,075 CHF | 100.00% | 100.00% |
07/05/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 177,177 | 100,000 | 51,534 CHF | 30,105 CHF | 97.91% | 97.91% |
06/05/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 167,897 | 100,000 | 51,751 CHF | 31,869 CHF | 100.00% | 100.00% |
03/05/2024 | 2.77% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 145,343 | 100,000 | 51,734 CHF | 36,700 CHF | 97.25% | 97.25% |
02/05/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 196,360 | 100,000 | 51,314 CHF | 27,183 CHF | 99.13% | 99.13% |