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 | 2.89% | 0.41 CHF | 0.42 CHF | 290,000 | 290,000 | 283,879 | 283,879 | 99,218 CHF | 102,061 CHF | 98.42% | 99.42% |
15/05/2024 | - | 0.20 CHF | - CHF | 270,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/05/2024 | - | 0.21 CHF | - CHF | 275,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |
13/05/2024 | - | 0.17 CHF | - CHF | 270,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.82% |
10/05/2024 | - | 0.17 CHF | - CHF | 270,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 280,000 | 280,000 | 280,678 | 280,678 | 81,501 CHF | 84,309 CHF | 63.19% | 98.93% |
07/05/2024 | 2.81% | 0.30 CHF | 0.31 CHF | 285,000 | 285,000 | 286,401 | 286,401 | 102,184 CHF | 105,051 CHF | 99.89% | 99.89% |
06/05/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 97,161 CHF | 100,013 CHF | 100.00% | 100.00% |
03/05/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 290,000 | 290,000 | 289,635 | 289,635 | 111,163 CHF | 114,060 CHF | 99.98% | 99.98% |
02/05/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 290,000 | 290,000 | 291,217 | 291,217 | 119,534 CHF | 122,446 CHF | 98.53% | 98.53% |