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 | 2.84% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 86,864 CHF | 89,364 CHF | 94.57% | 94.57% |
15/05/2024 | 3.60% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 243,416 | 243,416 | 72,081 CHF | 74,537 CHF | 99.48% | 99.48% |
14/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 247,495 | 247,495 | 74,413 CHF | 76,897 CHF | 99.26% | 99.26% |
13/05/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 80,715 CHF | 83,215 CHF | 55.61% | 55.61% |
10/05/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 243,154 | 243,154 | 79,213 CHF | 81,667 CHF | 98.12% | 98.12% |
08/05/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 79,650 CHF | 82,150 CHF | 99.52% | 99.52% |
07/05/2024 | 3.83% | 0.29 CHF | 0.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 64,199 CHF | 66,699 CHF | 99.54% | 99.54% |
06/05/2024 | 4.32% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 56,675 CHF | 59,175 CHF | 99.50% | 99.50% |
03/05/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,653 CHF | 57,153 CHF | 98.88% | 98.88% |
02/05/2024 | 5.11% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 244,785 | 243,928 | 50,422 CHF | 52,719 CHF | 99.52% | 99.52% |