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 | 2.41% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 130,102 | 130,102 | 53,381 CHF | 54,682 CHF | 99.24% | 99.24% |
15/05/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 130,624 | 130,624 | 52,635 CHF | 53,941 CHF | 99.39% | 99.39% |
14/05/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,125 | 125,125 | 55,508 CHF | 56,759 CHF | 95.90% | 95.90% |
13/05/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,736 CHF | 56,236 CHF | 99.39% | 99.39% |
10/05/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,345 | 150,345 | 55,692 CHF | 57,196 CHF | 99.39% | 99.39% |
08/05/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,049 CHF | 56,799 CHF | 90.33% | 90.33% |
07/05/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,305 CHF | 56,055 CHF | 99.24% | 99.24% |
06/05/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,005 CHF | 55,755 CHF | 99.23% | 99.23% |
03/05/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,010 CHF | 56,760 CHF | 99.39% | 99.39% |
02/05/2024 | 3.45% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 187,152 | 187,152 | 53,330 CHF | 55,202 CHF | 99.39% | 99.39% |