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 | 2.58% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,202 CHF | 58,901 CHF | 99.15% | 99.15% |
23/05/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,211 CHF | 62,904 CHF | 99.15% | 99.15% |
22/05/2024 | 2.36% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,849 CHF | 64,450 CHF | 99.17% | 99.17% |
21/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,843 CHF | 72,114 CHF | 97.49% | 97.49% |
17/05/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,644 CHF | 68,382 CHF | 99.17% | 99.17% |
16/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,817 CHF | 72,106 CHF | 99.17% | 99.17% |
15/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 223,425 CHF | 75,975 CHF | 94.73% | 94.73% |
14/05/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,365 CHF | 70,288 CHF | 99.16% | 99.16% |
13/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,294 CHF | 70,265 CHF | 98.53% | 98.53% |
10/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,609 CHF | 72,703 CHF | 99.17% | 99.17% |