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 | 3.39% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 181,217 | 181,218 | 52,556 CHF | 54,368 CHF | 99.91% | 99.91% |
15/05/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 192,275 | 192,275 | 54,527 CHF | 56,450 CHF | 100.00% | 100.00% |
14/05/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 198,960 | 198,960 | 55,408 CHF | 57,397 CHF | 99.76% | 99.76% |
13/05/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,239 CHF | 55,239 CHF | 100.00% | 100.00% |
10/05/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,490 CHF | 54,490 CHF | 100.00% | 100.00% |
08/05/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,034 CHF | 54,034 CHF | 96.88% | 96.88% |
07/05/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,467 CHF | 54,467 CHF | 99.83% | 99.83% |
06/05/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,566 | 201,566 | 50,441 CHF | 52,457 CHF | 99.76% | 99.76% |
03/05/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 201,821 | 201,822 | 50,263 CHF | 52,281 CHF | 100.00% | 100.00% |
02/05/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,970 CHF | 53,970 CHF | 100.00% | 100.00% |