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 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,982 CHF | 55,482 CHF | 99.85% | 99.85% |
15/05/2024 | 2.47% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 134,894 | 134,894 | 53,918 CHF | 55,267 CHF | 100.00% | 100.00% |
14/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 149,355 | 149,355 | 54,079 CHF | 55,573 CHF | 99.78% | 99.78% |
13/05/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,533 | 150,533 | 55,507 CHF | 57,013 CHF | 100.00% | 100.00% |
10/05/2024 | 2.99% | 0.36 CHF | 0.37 CHF | 175,000 | 175,000 | 168,434 | 168,434 | 55,472 CHF | 57,156 CHF | 99.32% | 99.32% |
08/05/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,564 CHF | 55,064 CHF | 100.00% | 100.00% |
07/05/2024 | 2.32% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 128,383 | 128,383 | 54,643 CHF | 55,927 CHF | 99.86% | 99.86% |
06/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,074 CHF | 56,324 CHF | 99.83% | 99.83% |
03/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 123,576 | 123,576 | 53,432 CHF | 54,668 CHF | 100.00% | 100.00% |
02/05/2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 102,125 | 102,125 | 52,874 CHF | 53,896 CHF | 100.00% | 100.00% |