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 | 2.30% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 214,770 CHF | 43,954 CHF | 99.27% | 99.27% |
15/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 500,000 | 100,000 | 500,000 | 99,983 | 205,651 CHF | 42,124 CHF | 99.07% | 99.07% |
14/05/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 204,777 CHF | 41,955 CHF | 99.27% | 99.27% |
13/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 189,010 CHF | 38,802 CHF | 98.47% | 98.47% |
10/05/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 500,000 | 100,000 | 500,000 | 99,983 | 202,913 CHF | 41,576 CHF | 99.27% | 99.27% |
08/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 233,753 CHF | 47,751 CHF | 99.27% | 99.27% |
07/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 236,579 CHF | 48,316 CHF | 99.27% | 99.27% |
06/05/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 228,750 CHF | 46,750 CHF | 99.27% | 99.27% |
03/05/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 230,705 CHF | 47,141 CHF | 99.17% | 99.17% |
02/05/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 218,829 CHF | 44,766 CHF | 99.27% | 99.27% |