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 | 3.72% | 0.26 CHF | 0.27 CHF | 194,656 | 75,000 | 192,992 | 75,000 | 50,857 CHF | 20,518 CHF | 99.32% | 99.32% |
15/05/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 194,992 | 75,000 | 186,944 | 74,243 | 51,104 CHF | 21,058 CHF | 98.94% | 98.94% |
14/05/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 185,138 | 75,000 | 50,775 CHF | 21,335 CHF | 100.00% | 100.00% |
13/05/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 176,123 | 75,000 | 51,972 CHF | 22,901 CHF | 100.00% | 100.00% |
10/05/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 182,864 | 75,000 | 50,707 CHF | 21,560 CHF | 100.00% | 100.00% |
08/05/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 192,093 | 75,000 | 192,102 | 75,000 | 45,098 CHF | 18,357 CHF | 100.00% | 100.00% |
07/05/2024 | 4.19% | 0.24 CHF | 0.25 CHF | 192,376 | 75,000 | 191,970 | 75,000 | 44,907 CHF | 18,293 CHF | 98.92% | 98.92% |
06/05/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 193,011 | 75,000 | 192,609 | 75,000 | 46,868 CHF | 18,999 CHF | 100.00% | 100.00% |
03/05/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 192,846 | 75,000 | 192,355 | 75,000 | 46,801 CHF | 18,997 CHF | 98.64% | 98.64% |
02/05/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 195,516 | 75,000 | 195,497 | 75,000 | 50,536 CHF | 20,138 CHF | 99.12% | 99.12% |