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 | 2.42% | 0.44 CHF | 0.45 CHF | 112,096 | 50,000 | 111,768 | 50,000 | 49,779 CHF | 22,823 CHF | 92.34% | 92.34% |
15/05/2024 | 2.80% | 0.42 CHF | 0.43 CHF | 116,863 | 50,000 | 120,217 | 49,474 | 48,053 CHF | 20,364 CHF | 87.42% | 87.42% |
14/05/2024 | 2.99% | 0.39 CHF | 0.40 CHF | 121,403 | 50,000 | 122,215 | 49,357 | 46,627 CHF | 19,405 CHF | 99.39% | 99.39% |
13/05/2024 | 3.31% | 0.36 CHF | 0.37 CHF | 131,235 | 50,000 | 133,970 | 50,000 | 46,140 CHF | 17,806 CHF | 94.90% | 94.90% |
10/05/2024 | 3.15% | 0.35 CHF | 0.36 CHF | 131,840 | 50,000 | 130,779 | 50,000 | 45,375 CHF | 17,905 CHF | 100.00% | 100.00% |
08/05/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 126,629 | 50,000 | 126,672 | 50,000 | 47,496 CHF | 19,278 CHF | 100.00% | 100.00% |
07/05/2024 | 2.98% | 0.36 CHF | 0.37 CHF | 132,247 | 50,000 | 128,487 | 50,000 | 47,115 CHF | 18,896 CHF | 96.44% | 96.44% |
06/05/2024 | 2.91% | 0.39 CHF | 0.40 CHF | 125,328 | 50,000 | 122,146 | 50,000 | 48,460 CHF | 20,434 CHF | 96.72% | 96.72% |
03/05/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 121,055 | 50,000 | 116,280 | 50,000 | 49,928 CHF | 21,998 CHF | 98.64% | 98.64% |
02/05/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 118,676 | 50,000 | 117,514 | 50,000 | 48,990 CHF | 21,382 CHF | 99.13% | 99.13% |