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 | 2.32% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 121,365 | 100,000 | 51,767 CHF | 43,673 CHF | 99.33% | 99.33% |
15/05/2024 | 2.19% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 114,621 | 99,241 | 51,838 CHF | 45,910 CHF | 98.94% | 98.94% |
14/05/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 120,708 | 100,000 | 51,493 CHF | 43,672 CHF | 100.00% | 100.00% |
13/05/2024 | 2.48% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 130,260 | 100,000 | 51,960 CHF | 41,100 CHF | 100.00% | 100.00% |
10/05/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 173,025 | 100,000 | 51,728 CHF | 30,924 CHF | 100.00% | 100.00% |
08/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 181,431 | 100,000 | 51,359 CHF | 29,328 CHF | 100.00% | 100.00% |
07/05/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 158,361 | 100,000 | 51,760 CHF | 33,746 CHF | 96.41% | 96.41% |
06/05/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 148,094 | 100,000 | 51,727 CHF | 36,000 CHF | 100.00% | 100.00% |
03/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,251 | 100,000 | 51,538 CHF | 35,558 CHF | 98.62% | 98.62% |
02/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 135,018 | 100,000 | 51,715 CHF | 39,328 CHF | 99.13% | 99.13% |