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 | 4.66% | 0.23 CHF | 0.24 CHF | 750,000 | 750,000 | 375,665 | 375,665 | 81,093 CHF | 84,876 CHF | 100.00% | 100.00% |
15/05/2024 | 3.88% | 0.22 CHF | 0.23 CHF | 700,000 | 700,000 | 340,974 | 340,974 | 86,223 CHF | 89,662 CHF | 100.00% | 100.00% |
14/05/2024 | 4.73% | 0.29 CHF | 0.30 CHF | 790,000 | 790,000 | 403,623 | 403,623 | 90,827 CHF | 94,882 CHF | 99.98% | 99.98% |
13/05/2024 | 5.51% | 0.22 CHF | 0.23 CHF | 920,000 | 920,000 | 465,911 | 465,911 | 89,965 CHF | 94,646 CHF | 99.86% | 99.86% |
10/05/2024 | 4.74% | 0.17 CHF | 0.18 CHF | 840,000 | 840,000 | 401,564 | 401,564 | 82,679 CHF | 86,713 CHF | 99.99% | 99.99% |
08/05/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 700,000 | 700,000 | 343,671 | 343,671 | 85,667 CHF | 89,122 CHF | 96.52% | 96.52% |
07/05/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 610,000 | 610,000 | 296,021 | 296,021 | 99,293 CHF | 102,266 CHF | 97.11% | 97.11% |
06/05/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 640,000 | 640,000 | 317,464 | 317,464 | 119,409 CHF | 122,597 CHF | 98.28% | 98.28% |
03/05/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 670,000 | 670,000 | 320,054 | 320,054 | 109,972 CHF | 113,187 CHF | 99.44% | 99.44% |
02/05/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 650,000 | 650,000 | 316,844 | 316,844 | 114,445 CHF | 117,628 CHF | 99.51% | 99.51% |