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 | 4.11% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 74,744 | 74,744 | 31,898 CHF | 32,959 CHF | 99.62% | 99.62% |
15/05/2024 | 4.07% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 74,746 | 74,746 | 31,480 CHF | 32,541 CHF | 99.62% | 99.62% |
14/05/2024 | 4.14% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 112,114 | 112,114 | 46,860 CHF | 48,450 CHF | 99.63% | 99.63% |
13/05/2024 | 3.77% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 74,742 | 74,742 | 34,999 CHF | 36,060 CHF | 99.61% | 99.61% |
10/05/2024 | 4.00% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 74,105 | 74,105 | 32,431 CHF | 33,486 CHF | 98.58% | 98.58% |
08/05/2024 | 3.39% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 74,742 | 74,742 | 35,801 CHF | 36,861 CHF | 99.63% | 99.63% |
07/05/2024 | 2.89% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 74,906 | 74,906 | 44,656 CHF | 45,718 CHF | 99.16% | 99.16% |
06/05/2024 | 2.11% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 37,370 | 37,370 | 29,418 CHF | 29,949 CHF | 99.62% | 99.62% |
03/05/2024 | 3.15% | 0.96 CHF | 0.98 CHF | 100,000 | 100,000 | 37,346 | 37,346 | 38,890 CHF | 39,950 CHF | 99.60% | 99.60% |
02/05/2024 | 3.69% | 1.23 CHF | 1.26 CHF | 50,000 | 50,000 | 18,516 | 18,516 | 25,388 CHF | 26,179 CHF | 99.09% | 99.09% |