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 | 3.96% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 111,487 CHF | 38,662 CHF | 95.31% | 95.31% |
15/05/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 122,587 CHF | 42,362 CHF | 98.36% | 98.36% |
14/05/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 138,217 CHF | 47,572 CHF | 98.75% | 98.75% |
13/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 128,023 CHF | 44,174 CHF | 87.38% | 87.38% |
10/05/2024 | 4.21% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 104,759 CHF | 36,420 CHF | 99.51% | 99.51% |
08/05/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,790 CHF | 38,097 CHF | 98.55% | 98.55% |
07/05/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,377 CHF | 37,959 CHF | 99.23% | 99.23% |
06/05/2024 | 3.33% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 134,291 CHF | 46,264 CHF | 99.35% | 99.35% |
03/05/2024 | 2.95% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,597 CHF | 51,699 CHF | 99.43% | 99.43% |
02/05/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,347 CHF | 52,282 CHF | 99.12% | 99.12% |