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 | 2.45% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 130,185 | 130,185 | 52,450 CHF | 53,752 CHF | 99.86% | 99.86% |
15/05/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,785 CHF | 53,035 CHF | 100.00% | 100.00% |
14/05/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 134,340 | 134,340 | 53,545 CHF | 54,888 CHF | 99.78% | 99.78% |
13/05/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 126,041 | 126,041 | 51,453 CHF | 52,714 CHF | 100.00% | 100.00% |
10/05/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 133,480 | 133,480 | 52,887 CHF | 54,222 CHF | 100.00% | 100.00% |
08/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 155,209 | 155,209 | 52,942 CHF | 54,494 CHF | 100.00% | 100.00% |
07/05/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 167,782 | 167,782 | 55,372 CHF | 57,049 CHF | 99.84% | 99.84% |
06/05/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 178,892 | 178,892 | 52,664 CHF | 54,453 CHF | 99.82% | 99.82% |
03/05/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,303 | 176,303 | 52,335 CHF | 54,098 CHF | 100.00% | 100.00% |
02/05/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 186,197 | 186,197 | 53,413 CHF | 55,275 CHF | 100.00% | 100.00% |