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 | 2.86% | 0.62 CHF | 0.63 CHF | 300,000 | 300,000 | 112,099 | 112,099 | 68,903 CHF | 70,494 CHF | 99.60% | 99.60% |
15/05/2024 | 2.47% | 0.66 CHF | 0.67 CHF | 300,000 | 300,000 | 112,586 | 112,586 | 78,190 CHF | 79,784 CHF | 98.38% | 98.38% |
14/05/2024 | 4.58% | 0.75 CHF | 0.77 CHF | 300,000 | 300,000 | 113,084 | 113,084 | 86,138 CHF | 89,334 CHF | 97.72% | 97.72% |
13/05/2024 | 2.47% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 113,156 | 113,156 | 84,822 CHF | 86,420 CHF | 97.64% | 97.64% |
10/05/2024 | 4.61% | 0.77 CHF | 0.79 CHF | 300,000 | 300,000 | 111,172 | 111,172 | 84,681 CHF | 87,848 CHF | 98.55% | 98.55% |
08/05/2024 | 4.28% | 0.80 CHF | 0.82 CHF | 300,000 | 300,000 | 112,170 | 112,170 | 92,000 CHF | 95,183 CHF | 99.27% | 99.27% |
07/05/2024 | 4.51% | 0.79 CHF | 0.81 CHF | 300,000 | 300,000 | 112,016 | 112,016 | 87,300 CHF | 90,480 CHF | 99.50% | 99.50% |
06/05/2024 | 4.08% | 0.84 CHF | 0.86 CHF | 300,000 | 300,000 | 112,094 | 112,094 | 96,466 CHF | 99,648 CHF | 99.54% | 99.54% |
03/05/2024 | 3.43% | 0.93 CHF | 0.95 CHF | 200,000 | 200,000 | 74,611 | 74,611 | 72,362 CHF | 74,481 CHF | 99.28% | 99.28% |
02/05/2024 | 3.25% | 1.10 CHF | 1.12 CHF | 200,000 | 200,000 | 74,650 | 74,650 | 82,324 CHF | 84,444 CHF | 99.51% | 99.51% |