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 | 2.50% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 118,421 CHF | 121,421 CHF | 99.53% | 99.53% |
15/05/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 110,588 CHF | 113,588 CHF | 99.54% | 99.54% |
14/05/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 77,650 CHF | 79,650 CHF | 99.56% | 99.56% |
13/05/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,482 CHF | 80,482 CHF | 99.57% | 99.57% |
10/05/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 77,680 CHF | 79,680 CHF | 77.17% | 77.17% |
08/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 114,174 CHF | 117,174 CHF | 98.50% | 98.50% |
07/05/2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,983 CHF | 78,983 CHF | 95.92% | 95.92% |
06/05/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,600 CHF | 89,600 CHF | 99.57% | 99.57% |
03/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,563 CHF | 95,563 CHF | 89.30% | 89.30% |
02/05/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,419 CHF | 99,419 CHF | 97.03% | 97.03% |