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 | 3.45% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 183,307 | 183,307 | 52,252 CHF | 54,085 CHF | 99.24% | 99.24% |
15/05/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 189,385 | 189,385 | 53,196 CHF | 55,090 CHF | 99.39% | 99.39% |
14/05/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 174,858 | 174,858 | 54,685 CHF | 56,434 CHF | 95.90% | 95.90% |
13/05/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 208,123 | 208,123 | 51,653 CHF | 53,734 CHF | 99.39% | 99.39% |
10/05/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 201,846 | 201,846 | 51,128 CHF | 53,146 CHF | 99.39% | 99.39% |
08/05/2024 | 4.78% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,136 CHF | 53,636 CHF | 90.34% | 90.34% |
07/05/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,303 | 250,304 | 50,199 CHF | 52,702 CHF | 99.24% | 99.24% |
06/05/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 255,957 | 255,957 | 51,001 CHF | 53,560 CHF | 99.22% | 99.22% |
03/05/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,319 | 250,319 | 51,307 CHF | 53,810 CHF | 99.39% | 99.39% |
02/05/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 288,469 | 288,469 | 52,971 CHF | 55,856 CHF | 99.39% | 99.39% |