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 | 2.40% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 126,283 | 100,000 | 51,945 CHF | 42,164 CHF | 99.33% | 99.33% |
15/05/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 120,080 | 99,241 | 52,713 CHF | 44,592 CHF | 98.94% | 98.94% |
14/05/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 126,598 | 100,000 | 52,335 CHF | 42,374 CHF | 99.99% | 99.99% |
13/05/2024 | 2.57% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 135,566 | 100,000 | 52,000 CHF | 39,619 CHF | 100.00% | 100.00% |
10/05/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 180,381 | 100,000 | 51,425 CHF | 29,540 CHF | 100.00% | 100.00% |
08/05/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 190,724 | 100,000 | 51,369 CHF | 27,966 CHF | 100.00% | 100.00% |
07/05/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 165,214 | 100,000 | 51,804 CHF | 32,415 CHF | 95.30% | 95.30% |
06/05/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 155,410 | 100,000 | 51,904 CHF | 34,465 CHF | 100.00% | 100.00% |
03/05/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 156,900 | 100,000 | 52,162 CHF | 34,275 CHF | 97.48% | 97.48% |
02/05/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,494 | 100,000 | 51,917 CHF | 37,961 CHF | 99.13% | 99.13% |