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 | 2.08% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,617 CHF | 60,867 CHF | 99.85% | 99.85% |
15/05/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 117,709 | 117,709 | 57,192 CHF | 58,369 CHF | 100.00% | 100.00% |
14/05/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 121,353 | 121,353 | 59,410 CHF | 60,624 CHF | 99.78% | 99.78% |
13/05/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,316 CHF | 58,566 CHF | 100.00% | 100.00% |
10/05/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 125,419 | 125,419 | 51,664 CHF | 52,918 CHF | 100.00% | 100.00% |
08/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 135,741 | 135,741 | 53,925 CHF | 55,282 CHF | 100.00% | 100.00% |
07/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 133,066 | 133,066 | 52,937 CHF | 54,267 CHF | 99.85% | 99.85% |
06/05/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,751 | 125,751 | 52,017 CHF | 53,275 CHF | 99.82% | 99.82% |
03/05/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,262 | 125,262 | 50,391 CHF | 51,643 CHF | 100.00% | 100.00% |
02/05/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 141,506 | 141,506 | 54,917 CHF | 56,332 CHF | 100.00% | 100.00% |