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 | 3.04% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 160,000 | 75,000 | 51,781 CHF | 25,022 CHF | 99.32% | 99.32% |
15/05/2024 | 2.93% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 154,778 | 74,243 | 51,996 CHF | 25,695 CHF | 98.94% | 98.94% |
14/05/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 153,798 | 75,000 | 51,575 CHF | 25,914 CHF | 100.00% | 100.00% |
13/05/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 145,413 | 75,000 | 51,803 CHF | 27,492 CHF | 100.00% | 100.00% |
10/05/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 152,001 | 75,000 | 51,620 CHF | 26,230 CHF | 100.00% | 100.00% |
08/05/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,172 | 75,000 | 51,021 CHF | 23,237 CHF | 100.00% | 100.00% |
07/05/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 177,037 | 75,000 | 52,052 CHF | 22,814 CHF | 98.82% | 98.82% |
06/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 169,607 | 75,000 | 51,854 CHF | 23,682 CHF | 100.00% | 100.00% |
03/05/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 170,445 | 75,000 | 51,895 CHF | 23,588 CHF | 98.63% | 98.63% |
02/05/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 160,018 | 75,000 | 51,203 CHF | 24,749 CHF | 99.13% | 99.13% |