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 | 2.29% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 109,917 | 109,917 | 47,591 CHF | 48,691 CHF | 99.75% | 99.75% |
15/05/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 110,000 | 109,764 | 109,764 | 50,535 CHF | 51,635 CHF | 100.00% | 100.00% |
14/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 109,979 | 109,979 | 48,451 CHF | 49,551 CHF | 100.00% | 100.00% |
13/05/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 119,892 | 119,892 | 41,489 CHF | 42,688 CHF | 100.00% | 100.00% |
10/05/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 35,298 CHF | 36,498 CHF | 100.00% | 100.00% |
08/05/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 120,000 | 120,000 | 119,978 | 119,978 | 24,427 CHF | 25,627 CHF | 99.08% | 99.08% |
07/05/2024 | 5.50% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 121,795 | 121,795 | 21,628 CHF | 22,847 CHF | 99.94% | 99.94% |
06/05/2024 | 7.31% | 0.14 CHF | 0.15 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 17,400 CHF | 18,700 CHF | 100.00% | 100.00% |
03/05/2024 | 4.79% | 0.17 CHF | 0.18 CHF | 130,000 | 130,000 | 122,704 | 122,704 | 29,253 CHF | 30,480 CHF | 99.03% | 99.03% |
02/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 35,064 CHF | 36,264 CHF | 99.99% | 99.99% |