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 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 51,461 CHF | 26,480 CHF | 99.32% | 99.32% |
15/05/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 158,998 | 74,243 | 52,217 CHF | 25,137 CHF | 98.94% | 98.94% |
14/05/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 158,664 | 75,000 | 51,905 CHF | 25,294 CHF | 100.00% | 100.00% |
13/05/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 170,281 | 75,000 | 52,156 CHF | 23,746 CHF | 100.00% | 100.00% |
10/05/2024 | 3.03% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 159,049 | 75,000 | 51,712 CHF | 25,143 CHF | 100.00% | 100.00% |
08/05/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,000 | 75,000 | 51,439 CHF | 28,307 CHF | 100.00% | 100.00% |
07/05/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 140,226 | 75,000 | 51,973 CHF | 28,550 CHF | 98.82% | 98.82% |
06/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 141,704 | 75,000 | 50,856 CHF | 27,676 CHF | 100.00% | 100.00% |
03/05/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 141,010 | 75,000 | 51,064 CHF | 27,916 CHF | 98.64% | 98.64% |
02/05/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 52,146 CHF | 26,823 CHF | 99.12% | 99.12% |