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 | 4.39% | 0.22 CHF | 0.23 CHF | 194,828 | 75,000 | 194,113 | 75,000 | 43,300 CHF | 17,480 CHF | 99.32% | 99.32% |
15/05/2024 | 4.69% | 0.22 CHF | 0.23 CHF | 195,550 | 75,000 | 196,692 | 74,243 | 41,021 CHF | 16,228 CHF | 98.94% | 98.94% |
14/05/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 196,259 | 75,000 | 197,424 | 75,000 | 40,911 CHF | 16,294 CHF | 100.00% | 100.00% |
13/05/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 199,133 | 75,000 | 200,554 | 75,000 | 37,415 CHF | 14,746 CHF | 100.00% | 100.00% |
10/05/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 199,608 | 75,000 | 197,530 | 75,000 | 40,536 CHF | 16,143 CHF | 100.00% | 100.00% |
08/05/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 192,737 | 75,000 | 192,666 | 75,000 | 48,002 CHF | 19,436 CHF | 100.00% | 100.00% |
07/05/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 192,327 | 75,000 | 191,571 | 75,000 | 48,391 CHF | 19,697 CHF | 98.82% | 98.82% |
06/05/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 193,211 | 75,000 | 192,869 | 75,000 | 46,185 CHF | 18,710 CHF | 100.00% | 100.00% |
03/05/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 191,909 | 75,000 | 192,538 | 75,000 | 46,805 CHF | 18,982 CHF | 98.64% | 98.64% |
02/05/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 196,441 | 75,000 | 196,246 | 75,000 | 44,768 CHF | 17,859 CHF | 99.12% | 99.12% |