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 | 2.02% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 107,552 | 100,000 | 52,588 CHF | 49,926 CHF | 99.28% | 99.28% |
15/05/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 101,119 | 99,241 | 51,999 CHF | 52,044 CHF | 98.94% | 98.94% |
14/05/2024 | 2.03% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 107,496 | 100,000 | 52,493 CHF | 49,873 CHF | 100.00% | 100.00% |
13/05/2024 | 2.15% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 111,892 | 100,000 | 51,569 CHF | 47,303 CHF | 100.00% | 100.00% |
10/05/2024 | 2.73% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 142,241 | 100,000 | 51,458 CHF | 37,205 CHF | 100.00% | 100.00% |
08/05/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 150,049 | 100,000 | 51,842 CHF | 35,573 CHF | 100.00% | 100.00% |
07/05/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 132,826 | 100,000 | 51,844 CHF | 40,083 CHF | 95.70% | 95.70% |
06/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 125,778 | 100,000 | 51,798 CHF | 42,234 CHF | 100.00% | 100.00% |
03/05/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 128,143 | 100,000 | 52,210 CHF | 41,768 CHF | 98.62% | 98.62% |
02/05/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 118,775 | 100,000 | 52,915 CHF | 45,566 CHF | 99.13% | 99.13% |