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 | 2.15% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 276,109 CHF | 94,037 CHF | 90.99% | 90.99% |
15/05/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 272,516 CHF | 92,839 CHF | 93.43% | 93.43% |
14/05/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,247 CHF | 83,749 CHF | 85.56% | 85.56% |
13/05/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,735 CHF | 82,579 CHF | 76.62% | 76.62% |
10/05/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,956 CHF | 80,319 CHF | 84.63% | 84.63% |
08/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,992 CHF | 77,664 CHF | 85.40% | 85.40% |
07/05/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,321 CHF | 78,774 CHF | 95.16% | 95.16% |
06/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 247,918 CHF | 84,639 CHF | 81.69% | 81.69% |
03/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,688 CHF | 85,896 CHF | 97.19% | 97.19% |
02/05/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,149 CHF | 86,050 CHF | 97.92% | 97.92% |