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 | 3.09% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,694 CHF | 82,065 CHF | 98.82% | 98.82% |
15/05/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 256,881 CHF | 88,127 CHF | 98.95% | 98.95% |
14/05/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,629 CHF | 82,710 CHF | 98.06% | 98.06% |
13/05/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 236,681 CHF | 81,394 CHF | 95.13% | 95.13% |
10/05/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 250,594 CHF | 86,031 CHF | 98.82% | 98.82% |
08/05/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,176 CHF | 92,559 CHF | 98.77% | 98.77% |
07/05/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 272,833 CHF | 93,444 CHF | 99.15% | 99.15% |
06/05/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 260,684 CHF | 89,395 CHF | 98.79% | 98.79% |
03/05/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 246,942 CHF | 84,814 CHF | 99.10% | 99.10% |
02/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,253 CHF | 85,251 CHF | 98.86% | 98.86% |