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 | 2.16% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 114,575 CHF | 46,830 CHF | 99.17% | 99.17% |
15/05/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 123,163 CHF | 50,265 CHF | 94.70% | 94.70% |
14/05/2024 | 2.15% | 0.50 CHF | 0.51 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 115,308 CHF | 47,123 CHF | 99.16% | 99.16% |
13/05/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 111,139 CHF | 45,456 CHF | 98.69% | 98.69% |
10/05/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 104,500 CHF | 42,800 CHF | 99.17% | 99.17% |
08/05/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 104,078 CHF | 42,631 CHF | 99.17% | 99.17% |
07/05/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 105,226 CHF | 43,090 CHF | 97.18% | 97.18% |
06/05/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 103,350 CHF | 42,340 CHF | 99.17% | 99.17% |
03/05/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 102,535 CHF | 42,014 CHF | 99.16% | 99.16% |
02/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 121,429 CHF | 49,572 CHF | 99.11% | 99.11% |