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 | 2.42% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 130,372 | 130,372 | 53,074 CHF | 54,377 CHF | 99.26% | 99.26% |
15/05/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 133,766 | 133,766 | 53,211 CHF | 54,548 CHF | 99.39% | 99.39% |
14/05/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,126 | 125,126 | 55,256 CHF | 56,507 CHF | 95.90% | 95.90% |
13/05/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,528 | 150,528 | 52,622 CHF | 54,127 CHF | 99.39% | 99.39% |
10/05/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,349 | 150,349 | 53,300 CHF | 54,803 CHF | 99.39% | 99.39% |
08/05/2024 | 3.26% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 52,907 CHF | 54,657 CHF | 99.39% | 99.39% |
07/05/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,544 | 175,544 | 52,243 CHF | 53,998 CHF | 99.24% | 99.24% |
06/05/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 182,273 | 182,273 | 52,701 CHF | 54,524 CHF | 99.21% | 99.21% |
03/05/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,321 | 175,321 | 52,049 CHF | 53,803 CHF | 99.39% | 99.39% |
02/05/2024 | 3.74% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,733 | 199,733 | 52,423 CHF | 54,420 CHF | 99.38% | 99.38% |