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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 138,505 | 138,505 | 54,531 CHF | 55,916 CHF | 99.64% | 99.64% |
22/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,471 | 149,471 | 58,229 CHF | 59,724 CHF | 98.47% | 98.47% |
21/05/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,035 CHF | 56,535 CHF | 100.00% | 100.00% |
17/05/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,153 | 150,153 | 51,715 CHF | 53,217 CHF | 100.00% | 100.00% |
16/05/2024 | 3.28% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 177,604 | 177,604 | 53,257 CHF | 55,033 CHF | 99.91% | 99.91% |
15/05/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 176,573 | 176,574 | 51,613 CHF | 53,379 CHF | 100.00% | 100.00% |
14/05/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 187,072 | 187,072 | 53,221 CHF | 55,091 CHF | 99.77% | 99.77% |
13/05/2024 | 3.67% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,578 CHF | 55,578 CHF | 100.00% | 100.00% |
10/05/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,523 CHF | 54,523 CHF | 100.00% | 100.00% |
08/05/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,925 CHF | 53,925 CHF | 96.88% | 96.88% |