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 | 2.27% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 111,492 | 75,000 | 52,030 CHF | 35,821 CHF | 71.17% | 98.70% |
15/05/2024 | 2.27% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 115,462 | 74,288 | 51,842 CHF | 34,200 CHF | 94.79% | 94.79% |
14/05/2024 | 5.17% | 0.37 CHF | 0.39 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 14,561 CHF | 15,331 CHF | 95.62% | 96.88% |
13/05/2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 51,951 CHF | 33,271 CHF | 95.94% | 95.94% |
10/05/2024 | 2.24% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 109,838 | 74,827 | 52,663 CHF | 36,688 CHF | 67.67% | 80.90% |
08/05/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 113,487 | 75,000 | 52,507 CHF | 35,538 CHF | 58.65% | 58.65% |
07/05/2024 | 2.57% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 112,405 | 71,548 | 48,640 CHF | 31,736 CHF | 95.74% | 95.74% |
06/05/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,527 CHF | 33,605 CHF | 97.25% | 97.25% |
03/05/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,509 | 75,000 | 52,312 CHF | 33,600 CHF | 94.75% | 94.75% |
02/05/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 121,789 | 74,918 | 51,841 CHF | 32,677 CHF | 95.65% | 99.13% |