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 | 2.62% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 52,700 CHF | 28,982 CHF | 99.32% | 99.32% |
15/05/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 141,001 | 74,243 | 51,649 CHF | 27,944 CHF | 98.94% | 98.94% |
14/05/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 140,011 | 75,000 | 51,179 CHF | 28,165 CHF | 100.00% | 100.00% |
13/05/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 151,470 | 75,000 | 52,144 CHF | 26,599 CHF | 100.00% | 100.00% |
10/05/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 140,316 | 75,000 | 51,020 CHF | 28,023 CHF | 100.00% | 100.00% |
08/05/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 52,750 CHF | 31,183 CHF | 100.00% | 100.00% |
07/05/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 129,311 | 75,000 | 52,636 CHF | 31,284 CHF | 98.63% | 98.63% |
06/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,342 | 75,000 | 51,851 CHF | 30,589 CHF | 100.00% | 100.00% |
03/05/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 51,874 CHF | 30,678 CHF | 98.63% | 98.63% |
02/05/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 135,757 | 75,000 | 52,139 CHF | 29,568 CHF | 99.13% | 99.13% |