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 | 2.14% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,897 | 124,897 | 57,647 CHF | 58,896 CHF | 99.26% | 99.26% |
15/05/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,099 | 100,099 | 52,662 CHF | 53,663 CHF | 99.39% | 99.39% |
14/05/2024 | 2.07% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 124,739 | 124,739 | 59,725 CHF | 60,972 CHF | 99.17% | 99.17% |
13/05/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,476 | 124,476 | 58,341 CHF | 59,585 CHF | 99.38% | 99.38% |
10/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 124,770 | 124,770 | 59,228 CHF | 60,476 CHF | 99.38% | 99.38% |
08/05/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 107,076 | 107,076 | 53,475 CHF | 54,546 CHF | 99.39% | 99.39% |
07/05/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 113,866 | 113,866 | 55,606 CHF | 56,745 CHF | 84.48% | 84.48% |
06/05/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 143,646 | 143,646 | 53,914 CHF | 55,350 CHF | 95.51% | 95.51% |
03/05/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 164,644 | 164,644 | 54,058 CHF | 55,705 CHF | 99.38% | 99.38% |
02/05/2024 | 3.20% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 173,956 | 173,956 | 53,567 CHF | 55,307 CHF | 99.38% | 99.38% |