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 | 3.04% | 0.36 CHF | 0.37 CHF | 600,000 | 600,000 | 305,362 | 305,362 | 102,056 CHF | 105,132 CHF | 100.00% | 100.00% |
15/05/2024 | 2.63% | 0.34 CHF | 0.35 CHF | 580,000 | 580,000 | 281,340 | 281,340 | 106,064 CHF | 108,902 CHF | 100.00% | 100.00% |
14/05/2024 | 3.09% | 0.42 CHF | 0.43 CHF | 620,000 | 620,000 | 317,097 | 317,097 | 108,522 CHF | 111,707 CHF | 99.97% | 99.97% |
13/05/2024 | 3.53% | 0.33 CHF | 0.34 CHF | 680,000 | 680,000 | 341,041 | 341,041 | 102,905 CHF | 106,332 CHF | 99.86% | 99.86% |
10/05/2024 | 3.11% | 0.28 CHF | 0.28 CHF | 660,000 | 660,000 | 318,180 | 318,180 | 100,832 CHF | 104,026 CHF | 99.59% | 99.59% |
08/05/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 600,000 | 600,000 | 293,282 | 293,282 | 107,014 CHF | 109,959 CHF | 95.88% | 95.88% |
07/05/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 540,000 | 540,000 | 261,995 | 261,995 | 121,744 CHF | 124,375 CHF | 96.33% | 96.33% |
06/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 560,000 | 560,000 | 273,636 | 273,636 | 139,099 CHF | 141,846 CHF | 97.15% | 97.15% |
03/05/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 580,000 | 580,000 | 278,974 | 278,974 | 130,685 CHF | 133,486 CHF | 98.11% | 98.11% |
02/05/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 570,000 | 570,000 | 275,387 | 275,387 | 134,282 CHF | 137,047 CHF | 97.15% | 97.15% |