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 | 2.43% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,852 CHF | 62,451 CHF | 99.36% | 99.36% |
15/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,697 CHF | 67,399 CHF | 99.13% | 99.13% |
14/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 206,014 CHF | 70,171 CHF | 99.36% | 99.36% |
13/05/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,387 CHF | 66,629 CHF | 98.90% | 98.90% |
10/05/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,217 CHF | 68,572 CHF | 99.37% | 99.37% |
08/05/2024 | 2.27% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,813 CHF | 67,438 CHF | 99.37% | 99.37% |
07/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 231,226 CHF | 78,576 CHF | 99.37% | 99.37% |
06/05/2024 | 2.17% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,343 CHF | 69,948 CHF | 99.36% | 99.36% |
03/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,213 CHF | 63,571 CHF | 99.18% | 99.18% |
02/05/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 181,629 CHF | 62,043 CHF | 99.27% | 99.27% |