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 | 2.67% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 139,770 | 100,000 | 51,695 CHF | 37,996 CHF | 99.28% | 99.28% |
15/05/2024 | 2.52% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 131,190 | 99,241 | 52,008 CHF | 40,363 CHF | 98.94% | 98.94% |
14/05/2024 | 2.67% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 138,480 | 100,000 | 51,283 CHF | 38,058 CHF | 100.00% | 100.00% |
13/05/2024 | 2.88% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 151,150 | 100,000 | 51,668 CHF | 35,473 CHF | 100.00% | 100.00% |
10/05/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 204,132 | 100,000 | 49,670 CHF | 25,360 CHF | 58.57% | 58.57% |
08/05/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 209,143 | 100,000 | 208,921 | 100,000 | 47,467 CHF | 23,722 CHF | 95.09% | 95.09% |
07/05/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 186,243 | 100,000 | 51,011 CHF | 28,449 CHF | 89.86% | 89.86% |
06/05/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 177,077 | 100,000 | 51,701 CHF | 30,253 CHF | 100.00% | 100.00% |
03/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 177,804 | 100,000 | 51,554 CHF | 30,020 CHF | 98.62% | 98.62% |
02/05/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 158,523 | 100,000 | 51,962 CHF | 33,804 CHF | 99.13% | 99.13% |