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 | 2.45% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,785 CHF | 41,262 CHF | 99.22% | 99.22% |
15/05/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 91,851 CHF | 31,617 CHF | 99.17% | 99.17% |
14/05/2024 | 3.36% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 87,937 CHF | 30,312 CHF | 95.26% | 95.26% |
13/05/2024 | 2.48% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 120,745 CHF | 41,248 CHF | 97.06% | 97.06% |
10/05/2024 | 1.85% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 161,318 CHF | 54,773 CHF | 93.64% | 93.64% |
08/05/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 176,136 CHF | 59,712 CHF | 99.21% | 99.21% |
07/05/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,864 CHF | 56,955 CHF | 97.67% | 97.67% |
06/05/2024 | 2.11% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 141,321 CHF | 48,107 CHF | 97.72% | 97.72% |
03/05/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 123,528 CHF | 42,176 CHF | 98.88% | 98.88% |
02/05/2024 | 2.90% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 102,064 CHF | 35,021 CHF | 98.89% | 98.89% |