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 | 2.50% | 0.39 CHF | 0.40 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 118,565 CHF | 30,391 CHF | 99.17% | 99.17% |
15/05/2024 | 2.24% | 0.42 CHF | 0.43 CHF | 300,000 | 75,000 | 300,000 | 75,000 | 132,687 CHF | 33,922 CHF | 94.33% | 94.33% |
14/05/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,794 CHF | 41,265 CHF | 99.16% | 99.16% |
13/05/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,182 CHF | 42,727 CHF | 98.53% | 98.53% |
10/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 113,208 CHF | 38,736 CHF | 99.01% | 99.01% |
08/05/2024 | 3.06% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 406,300 | 135,433 | 129,693 CHF | 44,585 CHF | 98.84% | 98.84% |
07/05/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,725 CHF | 42,242 CHF | 97.93% | 97.93% |
06/05/2024 | 2.45% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 121,162 CHF | 41,387 CHF | 99.17% | 99.17% |
03/05/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,459 CHF | 41,820 CHF | 99.17% | 99.17% |
02/05/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 141,084 CHF | 48,528 CHF | 99.15% | 99.15% |