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 | 4.63% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 249,696 | 249,696 | 52,694 CHF | 55,191 CHF | 99.86% | 99.86% |
15/05/2024 | 4.82% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 260,705 | 260,705 | 52,746 CHF | 55,353 CHF | 100.00% | 100.00% |
14/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 215,988 | 215,988 | 51,820 CHF | 53,980 CHF | 99.78% | 99.78% |
13/05/2024 | 4.31% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 235,043 | 235,043 | 53,358 CHF | 55,708 CHF | 100.00% | 100.00% |
10/05/2024 | 3.53% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 191,597 | 191,597 | 53,326 CHF | 55,242 CHF | 100.00% | 100.00% |
08/05/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,304 | 176,304 | 53,107 CHF | 54,870 CHF | 100.00% | 100.00% |
07/05/2024 | 3.73% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 196,677 | 196,677 | 51,789 CHF | 53,756 CHF | 99.84% | 99.84% |
06/05/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,262 | 200,262 | 52,501 CHF | 54,503 CHF | 99.82% | 99.82% |
03/05/2024 | 3.48% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 188,982 | 188,982 | 53,406 CHF | 55,296 CHF | 100.00% | 100.00% |
02/05/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 218,027 | 218,027 | 51,941 CHF | 54,121 CHF | 100.00% | 100.00% |