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 | 2.38% | 0.42 CHF | 0.43 CHF | 400,000 | 400,000 | 399,414 | 399,414 | 166,353 CHF | 170,353 CHF | 100.00% | 100.00% |
15/05/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 400,000 | 400,000 | 399,289 | 399,289 | 155,235 CHF | 159,235 CHF | 100.00% | 100.00% |
14/05/2024 | 2.33% | 0.39 CHF | 0.40 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 165,305 CHF | 169,205 CHF | 100.00% | 100.00% |
13/05/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 175,343 CHF | 179,343 CHF | 100.00% | 100.00% |
10/05/2024 | 2.02% | 0.46 CHF | 0.47 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 186,508 CHF | 190,308 CHF | 100.00% | 100.00% |
08/05/2024 | 2.45% | 0.44 CHF | 0.45 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 161,717 CHF | 165,717 CHF | 99.63% | 99.63% |
07/05/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 175,006 CHF | 178,906 CHF | 100.00% | 100.00% |
06/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 186,916 CHF | 190,916 CHF | 100.00% | 100.00% |
03/05/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 194,790 CHF | 198,890 CHF | 99.99% | 99.99% |
02/05/2024 | 2.07% | 0.45 CHF | 0.46 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 195,976 CHF | 200,076 CHF | 100.00% | 100.00% |