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 | 3.11% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,763 CHF | 65,588 CHF | 98.72% | 98.72% |
15/05/2024 | 2.60% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 230,280 CHF | 78,760 CHF | 98.69% | 98.69% |
14/05/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 182,353 CHF | 62,784 CHF | 98.80% | 98.80% |
13/05/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,226 CHF | 67,075 CHF | 93.42% | 93.42% |
10/05/2024 | 3.10% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 190,753 CHF | 65,584 CHF | 98.78% | 98.78% |
08/05/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,926 CHF | 74,976 CHF | 98.73% | 98.73% |
07/05/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,239 CHF | 67,746 CHF | 98.72% | 98.72% |
06/05/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 175,711 CHF | 60,570 CHF | 98.81% | 98.81% |
03/05/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,465 CHF | 69,488 CHF | 98.74% | 98.74% |
02/05/2024 | 2.74% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 216,685 CHF | 74,228 CHF | 98.76% | 98.76% |