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% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,219 | 249,219 | 52,670 CHF | 55,163 CHF | 99.90% | 99.90% |
15/05/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 236,270 | 236,270 | 52,888 CHF | 55,251 CHF | 100.00% | 100.00% |
14/05/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 222,197 | 222,197 | 53,029 CHF | 55,251 CHF | 99.76% | 99.76% |
13/05/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,042 | 226,042 | 52,946 CHF | 55,206 CHF | 100.00% | 100.00% |
10/05/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 223,863 | 223,863 | 53,193 CHF | 55,431 CHF | 100.00% | 100.00% |
08/05/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,603 | 200,603 | 50,321 CHF | 52,327 CHF | 96.89% | 96.89% |
07/05/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 216,665 | 216,664 | 52,635 CHF | 54,801 CHF | 99.83% | 99.83% |
06/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 228,332 | 228,331 | 52,396 CHF | 54,679 CHF | 99.76% | 99.76% |
03/05/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 217,268 | 217,269 | 51,872 CHF | 54,045 CHF | 99.99% | 99.99% |
02/05/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,508 | 199,508 | 55,152 CHF | 57,147 CHF | 100.00% | 100.00% |