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 | 3.30% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,823 CHF | 77,108 CHF | 98.49% | 98.49% |
15/05/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 242,131 CHF | 83,210 CHF | 98.31% | 98.31% |
14/05/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,593 CHF | 89,031 CHF | 99.37% | 99.37% |
13/05/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 215,208 CHF | 74,236 CHF | 98.93% | 98.93% |
10/05/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 197,892 CHF | 68,464 CHF | 99.37% | 99.37% |
08/05/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 214,851 CHF | 74,117 CHF | 99.36% | 99.36% |
07/05/2024 | 3.26% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 226,399 CHF | 77,966 CHF | 94.71% | 94.71% |
06/05/2024 | 3.29% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,226 CHF | 77,242 CHF | 99.36% | 99.36% |
03/05/2024 | 3.04% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 243,457 CHF | 83,652 CHF | 99.36% | 99.36% |
02/05/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,025 CHF | 88,175 CHF | 99.37% | 99.37% |