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 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,209 CHF | 33,380 CHF | 99.32% | 99.32% |
15/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 121,014 | 74,243 | 51,241 CHF | 32,183 CHF | 98.94% | 98.94% |
14/05/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,449 | 75,000 | 50,949 CHF | 32,478 CHF | 100.00% | 100.00% |
13/05/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 129,701 | 75,000 | 51,979 CHF | 30,812 CHF | 100.00% | 100.00% |
10/05/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 121,731 | 75,000 | 51,142 CHF | 32,270 CHF | 100.00% | 100.00% |
08/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 110,000 | 75,000 | 50,831 CHF | 35,408 CHF | 100.00% | 100.00% |
07/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 111,067 | 75,000 | 51,748 CHF | 35,706 CHF | 98.93% | 98.93% |
06/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 114,702 | 75,000 | 52,151 CHF | 34,868 CHF | 100.00% | 100.00% |
03/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 114,447 | 75,000 | 52,232 CHF | 34,999 CHF | 98.63% | 98.63% |
02/05/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,875 CHF | 33,797 CHF | 99.13% | 99.13% |