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 | 2.86% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 159,577 | 159,578 | 55,045 CHF | 56,641 CHF | 99.76% | 99.76% |
15/05/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 127,116 | 127,114 | 52,088 CHF | 53,358 CHF | 100.00% | 100.00% |
14/05/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,372 CHF | 57,622 CHF | 100.00% | 100.00% |
13/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 127,605 | 127,604 | 52,261 CHF | 53,537 CHF | 100.00% | 100.00% |
10/05/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,277 | 125,283 | 53,713 CHF | 54,968 CHF | 53.87% | 53.87% |
08/05/2024 | 2.51% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 136,629 | 136,628 | 53,966 CHF | 55,331 CHF | 100.00% | 100.00% |
07/05/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,444 CHF | 58,444 CHF | 99.73% | 99.73% |
06/05/2024 | 2.16% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 119,367 | 119,367 | 54,635 CHF | 55,829 CHF | 99.51% | 99.51% |
03/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 147,125 | 147,127 | 55,842 CHF | 57,314 CHF | 99.72% | 99.72% |
02/05/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 149,925 | 149,925 | 54,809 CHF | 56,309 CHF | 100.00% | 100.00% |