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 | 2.69% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 91,889 CHF | 37,755 CHF | 99.17% | 99.17% |
15/05/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 100,545 CHF | 41,218 CHF | 94.70% | 94.70% |
14/05/2024 | 2.67% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 92,658 CHF | 38,063 CHF | 99.16% | 99.16% |
13/05/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 88,539 CHF | 36,416 CHF | 98.69% | 98.69% |
10/05/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,690 CHF | 33,676 CHF | 99.17% | 99.17% |
08/05/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 81,541 CHF | 33,616 CHF | 99.17% | 99.17% |
07/05/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 82,525 CHF | 34,010 CHF | 97.18% | 97.18% |
06/05/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 80,651 CHF | 33,260 CHF | 99.17% | 99.17% |
03/05/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 79,807 CHF | 32,923 CHF | 99.15% | 99.15% |
02/05/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 98,704 CHF | 40,482 CHF | 99.12% | 99.12% |