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 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 122,111 | 75,000 | 51,492 CHF | 32,392 CHF | 99.33% | 99.33% |
15/05/2024 | 2.09% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 109,354 | 74,489 | 52,208 CHF | 36,499 CHF | 98.94% | 98.94% |
14/05/2024 | 1.68% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 91,307 | 75,000 | 54,082 CHF | 45,221 CHF | 99.20% | 99.20% |
13/05/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 91,639 | 75,000 | 52,389 CHF | 43,658 CHF | 99.38% | 99.38% |
10/05/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 92,815 | 75,000 | 53,059 CHF | 43,690 CHF | 100.00% | 100.00% |
08/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 91,314 | 75,000 | 53,419 CHF | 44,678 CHF | 100.00% | 100.00% |
07/05/2024 | 2.32% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 61,311 | 61,311 | 39,983 CHF | 40,861 CHF | 98.93% | 98.93% |
06/05/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,434 CHF | 96,434 CHF | 99.38% | 99.38% |
03/05/2024 | 0.93% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,892 CHF | 107,892 CHF | 98.43% | 98.43% |
02/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,067 CHF | 118,067 CHF | 98.52% | 98.52% |