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 | 2.91% | 0.37 CHF | 0.38 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 203,856 CHF | 87,440 CHF | 97.95% | 97.95% |
15/05/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 179,921 CHF | 77,467 CHF | 97.56% | 97.56% |
14/05/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 202,081 CHF | 86,700 CHF | 98.72% | 98.72% |
13/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 204,303 CHF | 87,626 CHF | 89.12% | 89.12% |
10/05/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 195,153 CHF | 83,814 CHF | 97.14% | 97.14% |
08/05/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 238,104 CHF | 101,710 CHF | 93.57% | 93.57% |
07/05/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 235,800 CHF | 100,750 CHF | 94.97% | 94.97% |
06/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 228,047 CHF | 97,520 CHF | 94.87% | 94.87% |
03/05/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 232,132 CHF | 99,222 CHF | 94.58% | 94.58% |
02/05/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 230,481 CHF | 98,534 CHF | 95.15% | 95.15% |