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 | 3.12% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 173,119 | 173,119 | 54,622 CHF | 56,353 CHF | 99.26% | 99.26% |
15/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 177,638 | 177,638 | 54,248 CHF | 56,025 CHF | 99.39% | 99.39% |
14/05/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 153,891 | 153,891 | 53,500 CHF | 55,039 CHF | 95.90% | 95.90% |
13/05/2024 | 3.76% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,528 | 200,528 | 52,406 CHF | 54,411 CHF | 99.39% | 99.39% |
10/05/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,695 | 200,695 | 53,270 CHF | 55,277 CHF | 99.39% | 99.39% |
08/05/2024 | 4.53% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 247,683 | 247,683 | 53,455 CHF | 55,932 CHF | 99.38% | 99.38% |
07/05/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,739 CHF | 55,239 CHF | 99.24% | 99.24% |
06/05/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,214 CHF | 53,714 CHF | 99.21% | 99.21% |
03/05/2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,226 | 249,226 | 53,083 CHF | 55,576 CHF | 99.39% | 99.39% |
02/05/2024 | 5.34% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 286,058 | 286,058 | 52,119 CHF | 54,980 CHF | 99.39% | 99.39% |