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 | 2.88% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 152,189 | 100,000 | 52,031 CHF | 35,217 CHF | 99.33% | 99.33% |
15/05/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 140,092 | 99,241 | 51,898 CHF | 37,793 CHF | 98.94% | 98.94% |
14/05/2024 | 2.86% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 149,444 | 100,000 | 51,512 CHF | 35,505 CHF | 100.00% | 100.00% |
13/05/2024 | 3.14% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 164,929 | 100,000 | 51,631 CHF | 32,619 CHF | 100.00% | 100.00% |
10/05/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 208,789 | 100,000 | 209,661 | 100,000 | 45,358 CHF | 22,638 CHF | 100.00% | 100.00% |
08/05/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 209,120 | 100,000 | 208,747 | 100,000 | 41,813 CHF | 21,033 CHF | 100.00% | 100.00% |
07/05/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 205,067 | 100,000 | 201,966 | 100,000 | 49,446 CHF | 25,501 CHF | 86.03% | 86.03% |
06/05/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 190,400 | 100,000 | 50,932 CHF | 27,814 CHF | 93.51% | 93.51% |
03/05/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 195,336 | 100,000 | 51,491 CHF | 27,393 CHF | 95.18% | 95.18% |
02/05/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 172,669 | 100,000 | 51,829 CHF | 31,035 CHF | 99.13% | 99.13% |