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 | 2.24% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 119,517 | 100,000 | 52,836 CHF | 45,217 CHF | 99.33% | 99.33% |
15/05/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 111,363 | 99,241 | 52,233 CHF | 47,570 CHF | 98.94% | 98.94% |
14/05/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 118,293 | 100,000 | 52,458 CHF | 45,375 CHF | 100.00% | 100.00% |
13/05/2024 | 2.39% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 125,640 | 100,000 | 51,981 CHF | 42,619 CHF | 100.00% | 100.00% |
10/05/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 164,270 | 100,000 | 51,918 CHF | 32,638 CHF | 100.00% | 100.00% |
08/05/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 172,576 | 100,000 | 51,791 CHF | 31,033 CHF | 100.00% | 100.00% |
07/05/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 150,637 | 100,000 | 51,733 CHF | 35,415 CHF | 95.30% | 95.30% |
06/05/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 141,466 | 100,000 | 51,803 CHF | 37,679 CHF | 100.00% | 100.00% |
03/05/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 141,173 | 100,000 | 51,179 CHF | 37,272 CHF | 98.61% | 98.61% |
02/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 130,494 | 100,000 | 52,136 CHF | 40,961 CHF | 99.13% | 99.13% |