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 | 2.66% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,476 | 149,476 | 55,528 CHF | 57,023 CHF | 99.23% | 99.23% |
15/05/2024 | 2.97% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 167,847 | 167,847 | 55,692 CHF | 57,370 CHF | 99.39% | 99.39% |
14/05/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 163,505 | 163,505 | 54,043 CHF | 55,678 CHF | 99.14% | 99.14% |
13/05/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 124,485 | 124,485 | 55,283 CHF | 56,528 CHF | 99.39% | 99.39% |
10/05/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 112,914 | 112,914 | 56,076 CHF | 57,205 CHF | 99.39% | 99.39% |
08/05/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,600 | 100,600 | 51,820 CHF | 52,826 CHF | 99.38% | 99.38% |
07/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,207 | 124,207 | 58,885 CHF | 60,127 CHF | 99.23% | 99.23% |
06/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 108,982 | 108,982 | 55,029 CHF | 56,119 CHF | 99.19% | 99.19% |
03/05/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,811 CHF | 56,811 CHF | 99.38% | 99.38% |
02/05/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,174 CHF | 61,174 CHF | 99.39% | 99.39% |