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 | 2.91% | 0.36 CHF | 0.37 CHF | 115,302 | 50,000 | 114,718 | 50,000 | 41,845 CHF | 18,788 CHF | 97.32% | 97.32% |
15/05/2024 | 3.38% | 0.34 CHF | 0.35 CHF | 119,755 | 50,000 | 124,911 | 49,446 | 40,221 CHF | 16,499 CHF | 87.52% | 87.52% |
14/05/2024 | 3.56% | 0.32 CHF | 0.33 CHF | 125,359 | 50,000 | 127,294 | 49,358 | 38,875 CHF | 15,623 CHF | 99.49% | 99.49% |
13/05/2024 | 3.95% | 0.28 CHF | 0.29 CHF | 136,196 | 50,000 | 142,048 | 50,000 | 38,545 CHF | 14,119 CHF | 100.00% | 100.00% |
10/05/2024 | 3.83% | 0.28 CHF | 0.29 CHF | 138,329 | 50,000 | 138,154 | 50,000 | 37,851 CHF | 14,234 CHF | 100.00% | 100.00% |
08/05/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 135,460 | 50,000 | 132,742 | 50,000 | 39,558 CHF | 15,469 CHF | 100.00% | 100.00% |
07/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 137,931 | 50,000 | 134,392 | 50,000 | 39,528 CHF | 15,246 CHF | 98.63% | 98.63% |
06/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 132,425 | 50,000 | 128,091 | 50,000 | 41,409 CHF | 16,708 CHF | 100.00% | 100.00% |
03/05/2024 | 2.99% | 0.32 CHF | 0.34 CHF | 126,911 | 50,000 | 120,027 | 50,000 | 42,515 CHF | 18,256 CHF | 98.64% | 98.64% |
02/05/2024 | 3.13% | 0.35 CHF | 0.36 CHF | 120,308 | 50,000 | 120,706 | 50,000 | 41,484 CHF | 17,730 CHF | 99.13% | 99.13% |