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 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,257 CHF | 57,257 CHF | 99.87% | 99.87% |
15/05/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,175 CHF | 56,175 CHF | 100.00% | 100.00% |
14/05/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,810 CHF | 55,810 CHF | 99.77% | 99.77% |
13/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 190,292 | 190,292 | 53,870 CHF | 55,772 CHF | 100.00% | 100.00% |
10/05/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,254 CHF | 56,004 CHF | 100.00% | 100.00% |
08/05/2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,880 CHF | 57,630 CHF | 100.00% | 100.00% |
07/05/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,291 CHF | 58,041 CHF | 99.85% | 99.85% |
06/05/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,161 CHF | 56,911 CHF | 99.82% | 99.82% |
03/05/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,772 CHF | 58,522 CHF | 100.00% | 100.00% |
02/05/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 162,386 | 162,386 | 54,370 CHF | 55,994 CHF | 100.00% | 100.00% |