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 | 3.83% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 109,916 | 109,916 | 28,197 CHF | 29,297 CHF | 99.75% | 99.75% |
15/05/2024 | 4.30% | 0.24 CHF | 0.25 CHF | 110,000 | 110,000 | 109,746 | 109,746 | 25,147 CHF | 26,247 CHF | 100.00% | 100.00% |
14/05/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 110,000 | 110,000 | 109,978 | 109,978 | 27,292 CHF | 28,392 CHF | 100.00% | 100.00% |
13/05/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 40,596 CHF | 41,795 CHF | 100.00% | 100.00% |
10/05/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 47,013 CHF | 48,213 CHF | 100.00% | 100.00% |
08/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 119,977 | 119,977 | 57,504 CHF | 58,704 CHF | 99.08% | 99.08% |
07/05/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 120,000 | 120,000 | 121,793 | 121,793 | 61,445 CHF | 62,664 CHF | 99.94% | 99.94% |
06/05/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 71,138 CHF | 72,438 CHF | 100.00% | 100.00% |
03/05/2024 | 2.44% | 0.51 CHF | 0.52 CHF | 130,000 | 130,000 | 122,706 | 122,706 | 54,738 CHF | 55,965 CHF | 99.05% | 99.05% |
02/05/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 47,493 CHF | 48,693 CHF | 100.00% | 100.00% |