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 | 1.92% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 108,393 | 108,393 | 59,231 CHF | 60,322 CHF | 97.45% | 97.45% |
15/05/2024 | 2.60% | 0.47 CHF | 0.48 CHF | 280,000 | 280,000 | 125,865 | 125,865 | 51,297 CHF | 52,562 CHF | 99.09% | 99.09% |
14/05/2024 | 3.10% | 0.36 CHF | 0.37 CHF | 310,000 | 310,000 | 134,249 | 134,249 | 44,564 CHF | 45,914 CHF | 98.93% | 98.93% |
13/05/2024 | 2.82% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 131,783 | 131,783 | 47,709 CHF | 49,033 CHF | 99.60% | 99.60% |
10/05/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 132,005 | 132,005 | 51,336 CHF | 52,662 CHF | 99.72% | 99.72% |
08/05/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 290,000 | 290,000 | 128,906 | 128,906 | 52,838 CHF | 54,132 CHF | 98.63% | 98.63% |
07/05/2024 | 2.34% | 0.46 CHF | 0.47 CHF | 280,000 | 280,000 | 125,618 | 125,618 | 55,092 CHF | 56,353 CHF | 97.06% | 97.06% |
06/05/2024 | 2.46% | 0.44 CHF | 0.45 CHF | 320,000 | 320,000 | 136,135 | 136,135 | 57,325 CHF | 58,692 CHF | 99.35% | 99.35% |
03/05/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 370,000 | 370,000 | 161,921 | 161,921 | 50,557 CHF | 52,182 CHF | 98.46% | 98.46% |
02/05/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 400,000 | 400,000 | 166,866 | 166,866 | 47,431 CHF | 49,107 CHF | 99.05% | 99.05% |