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 | 3.19% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 167,902 | 100,000 | 51,876 CHF | 31,926 CHF | 99.28% | 99.28% |
15/05/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 154,895 | 99,241 | 51,936 CHF | 34,315 CHF | 98.94% | 98.94% |
14/05/2024 | 3.18% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 166,910 | 100,000 | 51,658 CHF | 31,985 CHF | 100.00% | 100.00% |
13/05/2024 | 3.44% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 178,153 | 100,000 | 51,020 CHF | 29,890 CHF | 84.27% | 84.27% |
10/05/2024 | 5.33% | 0.20 CHF | 0.21 CHF | 208,459 | 100,000 | 209,623 | 100,000 | 38,418 CHF | 19,331 CHF | 100.00% | 100.00% |
08/05/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 208,854 | 100,000 | 208,839 | 100,000 | 34,605 CHF | 17,573 CHF | 100.00% | 100.00% |
07/05/2024 | 4.62% | 0.20 CHF | 0.21 CHF | 205,510 | 100,000 | 204,244 | 100,000 | 43,365 CHF | 22,240 CHF | 95.67% | 95.67% |
06/05/2024 | 4.25% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 201,828 | 100,000 | 46,675 CHF | 24,135 CHF | 92.17% | 92.17% |
03/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 202,619 | 100,000 | 202,652 | 100,000 | 46,049 CHF | 23,727 CHF | 87.22% | 87.22% |
02/05/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 191,065 | 100,000 | 51,248 CHF | 27,851 CHF | 87.57% | 87.57% |