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 | 1.72% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 109,916 | 109,916 | 63,639 CHF | 64,739 CHF | 99.75% | 99.75% |
15/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 110,000 | 110,000 | 109,766 | 109,766 | 66,512 CHF | 67,612 CHF | 100.00% | 100.00% |
14/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 64,375 CHF | 65,475 CHF | 100.00% | 100.00% |
13/05/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 58,985 CHF | 60,184 CHF | 100.00% | 100.00% |
10/05/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,547 CHF | 53,747 CHF | 100.00% | 100.00% |
08/05/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 119,979 | 119,979 | 41,801 CHF | 43,001 CHF | 99.08% | 99.08% |
07/05/2024 | 3.05% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 121,796 | 121,796 | 39,400 CHF | 40,619 CHF | 99.94% | 99.94% |
06/05/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 36,156 CHF | 37,456 CHF | 100.00% | 100.00% |
03/05/2024 | 2.73% | 0.31 CHF | 0.32 CHF | 130,000 | 130,000 | 122,705 | 122,705 | 46,952 CHF | 48,179 CHF | 99.00% | 99.00% |
02/05/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,379 CHF | 53,579 CHF | 100.00% | 100.00% |