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 | 3.26% | 0.48 CHF | 0.50 CHF | 85,693 | 50,000 | 85,221 | 50,000 | 39,394 CHF | 23,867 CHF | 99.25% | 99.25% |
15/05/2024 | 2.98% | 0.41 CHF | 0.42 CHF | 84,485 | 50,000 | 84,779 | 49,446 | 36,105 CHF | 21,678 CHF | 98.73% | 98.73% |
14/05/2024 | 2.97% | 0.39 CHF | 0.40 CHF | 84,357 | 50,000 | 84,435 | 50,000 | 32,817 CHF | 20,015 CHF | 99.99% | 99.99% |
13/05/2024 | 2.42% | 0.46 CHF | 0.47 CHF | 85,443 | 50,000 | 85,969 | 50,000 | 42,130 CHF | 25,103 CHF | 100.00% | 100.00% |
10/05/2024 | 2.29% | 0.52 CHF | 0.53 CHF | 86,494 | 50,000 | 86,775 | 50,000 | 46,591 CHF | 27,465 CHF | 100.00% | 100.00% |
08/05/2024 | 2.81% | 0.56 CHF | 0.58 CHF | 87,355 | 50,000 | 86,546 | 50,000 | 44,410 CHF | 26,376 CHF | 95.09% | 95.09% |
07/05/2024 | 3.11% | 0.45 CHF | 0.47 CHF | 85,398 | 50,000 | 85,914 | 50,000 | 41,503 CHF | 24,915 CHF | 97.06% | 97.06% |
06/05/2024 | 2.48% | 0.53 CHF | 0.54 CHF | 86,485 | 50,000 | 85,900 | 50,000 | 42,669 CHF | 25,457 CHF | 100.00% | 100.00% |
03/05/2024 | 2.80% | 0.50 CHF | 0.52 CHF | 85,969 | 50,000 | 85,379 | 50,000 | 38,949 CHF | 23,449 CHF | 97.92% | 97.92% |
02/05/2024 | 3.11% | 0.45 CHF | 0.47 CHF | 85,979 | 50,000 | 85,450 | 50,000 | 36,444 CHF | 21,995 CHF | 95.72% | 95.72% |