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 | 2.48% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 130,541 | 100,000 | 51,890 CHF | 40,770 CHF | 99.28% | 99.28% |
15/05/2024 | 2.35% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 122,789 | 99,241 | 51,857 CHF | 42,933 CHF | 98.94% | 98.94% |
14/05/2024 | 2.49% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 129,785 | 100,000 | 51,451 CHF | 40,672 CHF | 100.00% | 100.00% |
13/05/2024 | 2.68% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 140,869 | 100,000 | 51,875 CHF | 38,100 CHF | 100.00% | 100.00% |
10/05/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 189,334 | 100,000 | 50,986 CHF | 27,971 CHF | 100.00% | 100.00% |
08/05/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 200,457 | 100,000 | 51,097 CHF | 26,509 CHF | 89.32% | 89.32% |
07/05/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 174,539 | 100,000 | 51,819 CHF | 30,746 CHF | 96.41% | 96.41% |
06/05/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 161,299 | 100,000 | 51,658 CHF | 33,103 CHF | 100.00% | 100.00% |
03/05/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 165,347 | 100,000 | 52,130 CHF | 32,558 CHF | 98.61% | 98.61% |
02/05/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 145,436 | 100,000 | 51,336 CHF | 36,328 CHF | 99.13% | 99.13% |