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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,257 CHF | 72,419 CHF | 97.73% | 97.73% |
21/05/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,715 CHF | 74,572 CHF | 96.10% | 96.10% |
17/05/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,815 CHF | 80,272 CHF | 98.45% | 98.45% |
16/05/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,950 CHF | 67,817 CHF | 97.10% | 97.10% |
15/05/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,956 | 150,319 | 180,635 CHF | 61,715 CHF | 98.27% | 98.27% |
14/05/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 465,413 | 155,138 | 192,685 CHF | 65,780 CHF | 96.47% | 96.47% |
13/05/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 479,613 | 159,871 | 193,986 CHF | 66,261 CHF | 92.81% | 92.81% |
10/05/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,640 CHF | 66,713 CHF | 98.70% | 98.70% |
08/05/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 210,110 CHF | 72,037 CHF | 96.85% | 96.85% |
07/05/2024 | 3.09% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,463 CHF | 65,821 CHF | 96.95% | 96.95% |