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 | 3.28% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 171,879 | 100,000 | 51,561 CHF | 31,019 CHF | 99.25% | 99.25% |
15/05/2024 | 3.23% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 155,804 | 99,252 | 51,810 CHF | 34,180 CHF | 98.90% | 98.90% |
14/05/2024 | 3.25% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 170,620 | 100,000 | 51,564 CHF | 31,298 CHF | 100.00% | 100.00% |
13/05/2024 | 3.45% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 180,074 | 100,000 | 51,337 CHF | 29,598 CHF | 100.00% | 100.00% |
10/05/2024 | 3.85% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 196,694 | 100,000 | 51,013 CHF | 27,012 CHF | 99.41% | 99.41% |
08/05/2024 | 3.98% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 200,184 | 100,000 | 51,514 CHF | 26,784 CHF | 100.00% | 100.00% |
07/05/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 197,789 | 100,000 | 51,791 CHF | 27,239 CHF | 96.43% | 96.43% |
06/05/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 201,364 | 100,000 | 51,340 CHF | 26,526 CHF | 100.00% | 100.00% |
03/05/2024 | 4.14% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 201,251 | 100,000 | 50,604 CHF | 26,287 CHF | 97.93% | 97.93% |
02/05/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 159,006 | 100,000 | 51,984 CHF | 33,702 CHF | 99.37% | 99.37% |