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 | 2.35% | 0.41 CHF | 0.42 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 94,856 CHF | 21,579 CHF | 99.17% | 99.17% |
15/05/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 108,478 CHF | 24,606 CHF | 94.33% | 94.33% |
14/05/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,163 CHF | 33,471 CHF | 99.16% | 99.16% |
13/05/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 100,632 CHF | 34,294 CHF | 98.53% | 98.53% |
10/05/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 88,496 CHF | 30,249 CHF | 99.01% | 99.01% |
08/05/2024 | 3.17% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 272,589 | 90,863 | 84,658 CHF | 29,128 CHF | 98.84% | 98.84% |
07/05/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 93,182 CHF | 31,811 CHF | 97.93% | 97.93% |
06/05/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 233,127 | 77,709 | 93,190 CHF | 31,841 CHF | 99.17% | 99.17% |
03/05/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 230,914 | 76,971 | 94,617 CHF | 32,309 CHF | 99.16% | 99.16% |
02/05/2024 | 3.49% | 0.30 CHF | 0.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 85,161 CHF | 29,387 CHF | 99.15% | 99.15% |