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 | 2.05% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 144,807 CHF | 49,269 CHF | 98.48% | 98.48% |
15/05/2024 | 2.45% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,522 CHF | 41,508 CHF | 98.33% | 98.33% |
14/05/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,461 CHF | 38,154 CHF | 99.35% | 99.35% |
13/05/2024 | 3.22% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 92,002 CHF | 31,667 CHF | 98.93% | 98.93% |
10/05/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 99,041 CHF | 34,014 CHF | 99.38% | 99.38% |
08/05/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,923 CHF | 37,974 CHF | 99.35% | 99.35% |
07/05/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 108,122 CHF | 37,041 CHF | 94.65% | 94.65% |
06/05/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,884 CHF | 41,628 CHF | 99.36% | 99.36% |
03/05/2024 | 2.15% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,404 CHF | 47,135 CHF | 99.36% | 99.36% |
02/05/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 137,492 CHF | 46,831 CHF | 99.36% | 99.36% |