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 | 2.29% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,491 CHF | 88,491 CHF | 99.56% | 99.56% |
15/05/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,091 CHF | 91,091 CHF | 95.74% | 95.74% |
14/05/2024 | 2.05% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 96,849 CHF | 98,849 CHF | 99.27% | 99.27% |
13/05/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 92,096 CHF | 94,096 CHF | 99.55% | 99.55% |
10/05/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,075 CHF | 91,075 CHF | 96.49% | 96.49% |
08/05/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,651 CHF | 83,651 CHF | 99.52% | 99.52% |
07/05/2024 | 2.47% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,969 CHF | 81,969 CHF | 99.50% | 99.50% |
06/05/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,332 CHF | 80,332 CHF | 99.56% | 99.56% |
03/05/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 77,281 CHF | 79,281 CHF | 98.90% | 98.90% |
02/05/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,049 CHF | 84,049 CHF | 99.52% | 99.52% |