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 | 2.70% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,142 CHF | 75,048 CHF | 99.10% | 99.10% |
15/05/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,291 CHF | 85,430 CHF | 99.13% | 99.13% |
14/05/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,555 CHF | 77,852 CHF | 99.14% | 99.14% |
13/05/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,985 CHF | 75,995 CHF | 95.18% | 95.18% |
10/05/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,003 CHF | 77,001 CHF | 99.18% | 99.18% |
08/05/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 237,302 CHF | 81,101 CHF | 99.12% | 99.12% |
07/05/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 232,496 CHF | 79,499 CHF | 99.12% | 99.12% |
06/05/2024 | 3.28% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 180,975 CHF | 62,325 CHF | 99.18% | 99.18% |
03/05/2024 | 3.82% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 613,125 | 204,375 | 157,660 CHF | 54,597 CHF | 99.00% | 99.00% |
02/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 144,361 CHF | 50,121 CHF | 99.12% | 99.12% |