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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 3.13% | 0.36 CHF | 0.37 CHF | 175,000 | 175,000 | 175,465 | 175,465 | 55,245 CHF | 56,999 CHF | 100.00% | 100.00% |
23/05/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,134 CHF | 56,134 CHF | 99.69% | 99.69% |
22/05/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 203,430 | 203,430 | 51,971 CHF | 54,006 CHF | 98.50% | 98.50% |
21/05/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 196,232 | 196,232 | 54,557 CHF | 56,519 CHF | 100.00% | 100.00% |
17/05/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 190,233 | 190,233 | 53,988 CHF | 55,890 CHF | 99.65% | 99.65% |
16/05/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,455 CHF | 57,455 CHF | 99.85% | 99.85% |
15/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 188,003 | 188,003 | 53,287 CHF | 55,167 CHF | 100.00% | 100.00% |
14/05/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 193,982 | 193,982 | 54,937 CHF | 56,877 CHF | 99.77% | 99.77% |
13/05/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,354 | 200,354 | 53,432 CHF | 55,436 CHF | 100.00% | 100.00% |
10/05/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 220,051 | 220,051 | 53,061 CHF | 55,261 CHF | 100.00% | 100.00% |