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 | 3.54% | 0.57 CHF | 0.59 CHF | 80,735 | 50,000 | 80,570 | 50,000 | 46,419 CHF | 29,853 CHF | 99.30% | 99.30% |
15/05/2024 | 4.04% | 0.55 CHF | 0.57 CHF | 83,058 | 50,000 | 85,352 | 49,563 | 44,029 CHF | 26,639 CHF | 98.64% | 98.64% |
14/05/2024 | 4.48% | 0.50 CHF | 0.52 CHF | 86,509 | 50,000 | 86,912 | 49,361 | 42,246 CHF | 25,098 CHF | 99.99% | 99.99% |
13/05/2024 | 2.42% | 0.46 CHF | 0.47 CHF | 91,609 | 50,000 | 94,378 | 50,000 | 40,971 CHF | 22,248 CHF | 100.00% | 100.00% |
10/05/2024 | 2.45% | 0.46 CHF | 0.47 CHF | 92,189 | 50,000 | 92,337 | 50,000 | 41,735 CHF | 23,165 CHF | 100.00% | 100.00% |
08/05/2024 | 3.08% | 0.47 CHF | 0.48 CHF | 91,434 | 50,000 | 90,196 | 50,000 | 43,138 CHF | 24,690 CHF | 99.18% | 99.18% |
07/05/2024 | 2.88% | 0.45 CHF | 0.46 CHF | 93,172 | 50,000 | 91,685 | 50,000 | 44,064 CHF | 24,728 CHF | 80.61% | 80.61% |
06/05/2024 | 3.66% | 0.49 CHF | 0.51 CHF | 89,749 | 50,000 | 88,082 | 50,000 | 44,612 CHF | 26,288 CHF | 100.00% | 100.00% |
03/05/2024 | 3.80% | 0.51 CHF | 0.53 CHF | 86,816 | 50,000 | 84,182 | 50,000 | 45,973 CHF | 28,373 CHF | 98.64% | 98.64% |
02/05/2024 | 3.82% | 0.55 CHF | 0.57 CHF | 84,824 | 50,000 | 84,624 | 50,000 | 45,942 CHF | 28,206 CHF | 99.02% | 99.02% |