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 | 4.31% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,453 CHF | 24,417 CHF | 98.00% | 98.00% |
15/05/2024 | 4.60% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 117,141 | 49,753 | 51,854 CHF | 23,095 CHF | 97.04% | 97.04% |
14/05/2024 | 4.68% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 120,269 | 50,000 | 52,116 CHF | 22,707 CHF | 99.96% | 99.96% |
13/05/2024 | 4.30% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 111,061 | 50,000 | 51,271 CHF | 24,103 CHF | 100.00% | 100.00% |
10/05/2024 | 4.44% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 116,696 | 50,000 | 52,287 CHF | 23,454 CHF | 100.00% | 100.00% |
08/05/2024 | 4.30% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 111,581 | 50,000 | 51,658 CHF | 24,175 CHF | 98.85% | 98.85% |
07/05/2024 | 4.74% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 126,305 | 50,000 | 52,021 CHF | 21,645 CHF | 97.06% | 97.06% |
06/05/2024 | 4.75% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 127,535 | 50,000 | 52,408 CHF | 21,556 CHF | 99.38% | 99.38% |
03/05/2024 | 4.68% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 127,792 | 50,000 | 52,311 CHF | 21,461 CHF | 97.93% | 97.93% |
02/05/2024 | 4.89% | 0.39 CHF | 0.41 CHF | 130,000 | 50,000 | 133,361 | 50,000 | 52,219 CHF | 20,583 CHF | 99.40% | 99.40% |