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 | 2.65% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 167,841 CHF | 57,447 CHF | 99.27% | 99.27% |
15/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,716 CHF | 62,739 CHF | 99.08% | 99.08% |
14/05/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,688 CHF | 65,729 CHF | 99.27% | 99.27% |
13/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,675 CHF | 62,725 CHF | 98.81% | 98.81% |
10/05/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,578 CHF | 64,026 CHF | 99.27% | 99.27% |
08/05/2024 | 2.43% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,363 CHF | 62,954 CHF | 99.27% | 99.27% |
07/05/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,724 CHF | 75,075 CHF | 99.27% | 99.27% |
06/05/2024 | 2.29% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,178 CHF | 66,559 CHF | 99.27% | 99.27% |
03/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 175,901 CHF | 60,134 CHF | 99.15% | 99.15% |
02/05/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,672 CHF | 59,057 CHF | 99.19% | 99.19% |