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 | 1.74% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,864 CHF | 57,955 CHF | 98.48% | 98.48% |
15/05/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 153,364 CHF | 52,121 CHF | 98.33% | 98.33% |
14/05/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,925 CHF | 49,308 CHF | 99.36% | 99.36% |
13/05/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 129,242 CHF | 44,081 CHF | 98.93% | 98.93% |
10/05/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 133,907 CHF | 45,636 CHF | 99.37% | 99.37% |
08/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 142,451 CHF | 48,484 CHF | 99.35% | 99.35% |
07/05/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,337 CHF | 47,446 CHF | 94.66% | 94.66% |
06/05/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,316 CHF | 50,772 CHF | 99.36% | 99.36% |
03/05/2024 | 1.84% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,716 CHF | 54,905 CHF | 99.36% | 99.36% |
02/05/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,281 CHF | 54,760 CHF | 99.36% | 99.36% |