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 | 3.03% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,271 CHF | 67,090 CHF | 95.40% | 95.40% |
15/05/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 584,391 | 194,797 | 203,016 CHF | 69,620 CHF | 98.33% | 98.33% |
14/05/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,672 CHF | 57,724 CHF | 98.78% | 98.78% |
13/05/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 475,326 | 158,442 | 168,496 CHF | 57,750 CHF | 87.43% | 87.43% |
10/05/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,422 CHF | 64,807 CHF | 99.49% | 99.49% |
08/05/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 590,315 | 196,772 | 191,614 CHF | 65,839 CHF | 98.62% | 98.62% |
07/05/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 599,975 | 199,992 | 198,292 CHF | 68,097 CHF | 99.18% | 99.18% |
06/05/2024 | 2.67% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 479,944 | 159,981 | 176,668 CHF | 60,489 CHF | 99.35% | 99.35% |
03/05/2024 | 2.44% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,943 CHF | 62,148 CHF | 99.48% | 99.48% |
02/05/2024 | 2.38% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,203 CHF | 63,901 CHF | 99.18% | 99.18% |