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 | 2.54% | 0.41 CHF | 0.42 CHF | 310,000 | 310,000 | 309,551 | 309,551 | 120,880 CHF | 123,980 CHF | 100.00% | 100.00% |
15/05/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 310,000 | 310,000 | 309,431 | 309,431 | 117,404 CHF | 120,504 CHF | 100.00% | 100.00% |
14/05/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 115,396 CHF | 118,496 CHF | 100.00% | 100.00% |
13/05/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 113,039 CHF | 116,239 CHF | 100.00% | 100.00% |
10/05/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 111,039 CHF | 114,239 CHF | 100.00% | 100.00% |
08/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 320,000 | 320,000 | 319,884 | 319,884 | 109,104 CHF | 112,304 CHF | 99.29% | 99.29% |
07/05/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 320,000 | 320,000 | 319,495 | 319,495 | 109,318 CHF | 112,518 CHF | 99.94% | 99.94% |
06/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 103,903 CHF | 107,103 CHF | 100.00% | 100.00% |
03/05/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 102,746 CHF | 105,946 CHF | 98.78% | 98.78% |
02/05/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 107,310 CHF | 110,510 CHF | 100.00% | 100.00% |