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 | 2.94% | 0.33 CHF | 0.34 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 251,521 CHF | 51,804 CHF | 99.27% | 99.27% |
15/05/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 242,449 CHF | 49,990 CHF | 99.12% | 99.12% |
14/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 243,863 CHF | 50,273 CHF | 99.27% | 99.27% |
13/05/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 227,117 CHF | 46,924 CHF | 98.75% | 98.75% |
10/05/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 241,354 CHF | 49,771 CHF | 99.27% | 99.27% |
08/05/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 284,648 CHF | 58,430 CHF | 99.27% | 99.27% |
07/05/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 290,731 CHF | 59,646 CHF | 99.27% | 99.27% |
06/05/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 278,596 CHF | 57,219 CHF | 99.27% | 99.27% |
03/05/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 280,366 CHF | 57,573 CHF | 99.11% | 99.11% |
02/05/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 750,000 | 150,000 | 750,000 | 150,000 | 263,446 CHF | 54,189 CHF | 99.24% | 99.24% |