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 | 2.55% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 133,940 | 100,000 | 51,758 CHF | 39,673 CHF | 99.33% | 99.33% |
15/05/2024 | 2.41% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 125,411 | 99,241 | 51,591 CHF | 41,869 CHF | 98.94% | 98.94% |
14/05/2024 | 2.56% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 135,810 | 100,000 | 52,415 CHF | 39,629 CHF | 100.00% | 100.00% |
13/05/2024 | 2.77% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 144,976 | 100,000 | 51,695 CHF | 36,930 CHF | 100.00% | 100.00% |
10/05/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 197,453 | 100,000 | 51,258 CHF | 26,987 CHF | 96.92% | 96.92% |
08/05/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 209,432 | 100,000 | 205,313 | 100,000 | 49,785 CHF | 25,268 CHF | 87.06% | 87.06% |
07/05/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 179,042 | 100,000 | 51,360 CHF | 29,744 CHF | 94.40% | 94.40% |
06/05/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 168,094 | 100,000 | 52,003 CHF | 32,000 CHF | 100.00% | 100.00% |
03/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 169,073 | 100,000 | 51,619 CHF | 31,558 CHF | 98.62% | 98.62% |
02/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 151,488 | 100,000 | 51,905 CHF | 35,279 CHF | 99.13% | 99.13% |