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 | 2.52% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,426 CHF | 80,475 CHF | 95.27% | 95.27% |
15/05/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 250,137 CHF | 85,379 CHF | 98.35% | 98.35% |
14/05/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,086 CHF | 90,362 CHF | 98.79% | 98.79% |
13/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,099 CHF | 86,700 CHF | 87.43% | 87.43% |
10/05/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 231,032 CHF | 79,011 CHF | 99.56% | 99.56% |
08/05/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 240,492 CHF | 82,164 CHF | 98.52% | 98.52% |
07/05/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 243,329 CHF | 83,110 CHF | 99.19% | 99.19% |
06/05/2024 | 2.24% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,254 CHF | 90,418 CHF | 99.31% | 99.31% |
03/05/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,375 CHF | 96,792 CHF | 99.21% | 99.21% |
02/05/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,389 CHF | 73,963 CHF | 99.15% | 99.15% |