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 | 3.96% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,800 CHF | 51,600 CHF | 99.36% | 99.36% |
15/05/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,967 CHF | 56,656 CHF | 99.13% | 99.13% |
14/05/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 172,705 CHF | 59,569 CHF | 99.36% | 99.36% |
13/05/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 162,229 CHF | 56,076 CHF | 98.90% | 98.90% |
10/05/2024 | 3.47% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,074 CHF | 58,691 CHF | 99.38% | 99.38% |
08/05/2024 | 3.55% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,634 CHF | 57,878 CHF | 99.37% | 99.37% |
07/05/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,031 CHF | 68,344 CHF | 99.38% | 99.38% |
06/05/2024 | 3.40% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 174,249 CHF | 60,083 CHF | 99.37% | 99.37% |
03/05/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,238 CHF | 53,079 CHF | 99.18% | 99.18% |
02/05/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 147,999 CHF | 51,333 CHF | 99.28% | 99.28% |