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 | 1.80% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 165,295 CHF | 56,098 CHF | 98.48% | 98.48% |
15/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,925 CHF | 51,308 CHF | 98.33% | 98.33% |
14/05/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,550 CHF | 49,183 CHF | 99.36% | 99.36% |
13/05/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 130,557 CHF | 44,519 CHF | 98.93% | 98.93% |
10/05/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 134,361 CHF | 45,787 CHF | 99.37% | 99.37% |
08/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,895 CHF | 48,298 CHF | 99.35% | 99.35% |
07/05/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 139,890 CHF | 47,630 CHF | 94.65% | 94.65% |
06/05/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 149,827 CHF | 50,942 CHF | 99.36% | 99.36% |
03/05/2024 | 1.87% | 0.50 CHF | 0.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,150 CHF | 54,050 CHF | 99.36% | 99.36% |
02/05/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,643 CHF | 53,881 CHF | 99.36% | 99.36% |