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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 3.48% | 0.35 CHF | 0.36 CHF | 175,000 | 175,000 | 191,318 | 191,318 | 53,969 CHF | 55,882 CHF | 100.00% | 100.00% |
23/05/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 246,105 | 246,105 | 53,727 CHF | 56,188 CHF | 99.68% | 99.68% |
22/05/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 264,904 | 264,904 | 52,599 CHF | 55,249 CHF | 98.50% | 98.50% |
21/05/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 191,820 | 191,820 | 53,307 CHF | 55,226 CHF | 100.00% | 100.00% |
17/05/2024 | 3.43% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 186,965 | 186,965 | 53,490 CHF | 55,359 CHF | 72.51% | 72.51% |
16/05/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,913 CHF | 56,913 CHF | 79.50% | 79.50% |
15/05/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 187,033 | 187,033 | 53,246 CHF | 55,117 CHF | 82.20% | 82.20% |
14/05/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 180,033 | 180,033 | 52,059 CHF | 53,859 CHF | 88.57% | 88.57% |
13/05/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 201,429 | 201,429 | 52,215 CHF | 54,230 CHF | 87.71% | 87.71% |
10/05/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 248,641 | 248,641 | 53,900 CHF | 56,386 CHF | 87.57% | 87.57% |