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 | 600,000 | 200,000 | 600,000 | 200,000 | 194,636 CHF | 66,879 CHF | 99.27% | 99.27% |
15/05/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,077 CHF | 72,692 CHF | 99.08% | 99.08% |
14/05/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,846 CHF | 75,949 CHF | 99.27% | 99.27% |
13/05/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 584,072 | 194,691 | 204,746 CHF | 70,196 CHF | 98.81% | 98.81% |
10/05/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 213,915 CHF | 73,305 CHF | 99.27% | 99.27% |
08/05/2024 | 2.81% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 573,193 | 191,064 | 201,106 CHF | 68,946 CHF | 99.27% | 99.27% |
07/05/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,377 CHF | 64,626 CHF | 99.27% | 99.27% |
06/05/2024 | 2.62% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 576,377 | 192,126 | 216,802 CHF | 74,189 CHF | 99.27% | 99.27% |
03/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,342 CHF | 70,114 CHF | 99.15% | 99.15% |
02/05/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,416 CHF | 68,805 CHF | 99.19% | 99.19% |