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 | 2.42% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 128,606 | 75,000 | 52,588 CHF | 31,427 CHF | 99.32% | 99.32% |
15/05/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 130,867 | 74,243 | 52,018 CHF | 30,260 CHF | 98.94% | 98.94% |
14/05/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 51,525 CHF | 30,476 CHF | 100.00% | 100.00% |
13/05/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 138,405 | 75,000 | 52,031 CHF | 28,957 CHF | 100.00% | 100.00% |
10/05/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 130,261 | 75,000 | 51,289 CHF | 30,283 CHF | 100.00% | 100.00% |
08/05/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,395 CHF | 33,497 CHF | 100.00% | 100.00% |
07/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,795 CHF | 33,747 CHF | 98.82% | 98.82% |
06/05/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,192 | 75,000 | 51,533 CHF | 32,909 CHF | 100.00% | 100.00% |
03/05/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 51,699 CHF | 33,062 CHF | 98.64% | 98.64% |
02/05/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 125,129 | 75,000 | 51,887 CHF | 31,865 CHF | 99.12% | 99.12% |