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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 3.49% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 92,461 | 50,000 | 53,412 CHF | 29,974 CHF | 99.89% | 99.89% |
16/05/2024 | 3.81% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,076 CHF | 27,568 CHF | 98.01% | 98.01% |
15/05/2024 | 4.10% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 106,425 | 49,753 | 52,393 CHF | 25,600 CHF | 97.04% | 97.04% |
14/05/2024 | 4.19% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 109,888 | 50,000 | 52,645 CHF | 24,996 CHF | 99.86% | 99.86% |
13/05/2024 | 3.78% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,046 | 50,000 | 52,331 CHF | 27,161 CHF | 100.00% | 100.00% |
10/05/2024 | 4.01% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 106,251 | 50,000 | 53,186 CHF | 26,108 CHF | 100.00% | 100.00% |
08/05/2024 | 3.82% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,266 CHF | 27,150 CHF | 98.86% | 98.86% |
07/05/2024 | 4.40% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 117,651 | 50,000 | 52,356 CHF | 23,364 CHF | 97.05% | 97.05% |
06/05/2024 | 4.48% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 119,900 | 50,000 | 52,341 CHF | 22,828 CHF | 99.36% | 99.36% |
03/05/2024 | 4.49% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 120,396 | 50,000 | 52,188 CHF | 22,687 CHF | 97.92% | 97.92% |