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 | 2.99% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 157,352 | 100,000 | 51,877 CHF | 33,996 CHF | 99.28% | 99.28% |
15/05/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 145,055 | 99,241 | 51,671 CHF | 36,393 CHF | 98.94% | 98.94% |
14/05/2024 | 2.98% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 156,583 | 100,000 | 51,701 CHF | 34,058 CHF | 100.00% | 100.00% |
13/05/2024 | 3.26% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 171,090 | 100,000 | 51,608 CHF | 31,473 CHF | 100.00% | 100.00% |
10/05/2024 | 4.81% | 0.22 CHF | 0.23 CHF | 208,459 | 100,000 | 209,623 | 100,000 | 42,610 CHF | 21,331 CHF | 100.00% | 100.00% |
08/05/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 209,143 | 100,000 | 208,833 | 100,000 | 39,267 CHF | 19,806 CHF | 100.00% | 100.00% |
07/05/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 205,719 | 100,000 | 203,623 | 100,000 | 47,314 CHF | 24,249 CHF | 93.05% | 93.05% |
06/05/2024 | 3.88% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 198,006 | 100,000 | 50,121 CHF | 26,348 CHF | 89.40% | 89.40% |
03/05/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 202,823 | 100,000 | 198,791 | 100,000 | 50,549 CHF | 26,447 CHF | 58.01% | 58.01% |
02/05/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 178,756 | 100,000 | 51,443 CHF | 29,804 CHF | 99.13% | 99.13% |