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 | 4.10% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 104,368 | 50,000 | 52,074 CHF | 26,018 CHF | 97.72% | 97.72% |
15/05/2024 | 4.31% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,912 | 49,760 | 51,191 CHF | 26,355 CHF | 98.90% | 98.90% |
14/05/2024 | 4.19% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 103,656 | 50,000 | 51,206 CHF | 25,776 CHF | 100.00% | 100.00% |
13/05/2024 | 4.18% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 108,299 | 50,000 | 52,130 CHF | 25,117 CHF | 100.00% | 100.00% |
10/05/2024 | 4.35% | 0.48 CHF | 0.51 CHF | 110,000 | 50,000 | 102,404 | 50,000 | 51,564 CHF | 26,317 CHF | 100.00% | 100.00% |
08/05/2024 | 4.57% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 105,911 | 50,000 | 52,924 CHF | 26,201 CHF | 100.00% | 100.00% |
07/05/2024 | 4.18% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 108,843 | 50,000 | 53,421 CHF | 25,594 CHF | 97.06% | 97.06% |
06/05/2024 | 4.58% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 108,620 | 50,000 | 52,374 CHF | 25,249 CHF | 100.00% | 100.00% |
03/05/2024 | 4.21% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 103,221 | 50,000 | 51,188 CHF | 25,884 CHF | 97.94% | 97.94% |
02/05/2024 | 3.91% | 0.47 CHF | 0.50 CHF | 110,000 | 50,000 | 109,079 | 50,000 | 52,437 CHF | 25,005 CHF | 99.40% | 99.40% |