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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 123,859 CHF | 125,859 CHF | 100.00% | 100.00% |
16/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 225,000 | 225,000 | 222,462 | 222,462 | 134,253 CHF | 136,478 CHF | 100.00% | 100.00% |
15/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 121,483 CHF | 123,983 CHF | 100.00% | 100.00% |
14/05/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 110,086 CHF | 112,586 CHF | 100.00% | 100.00% |
13/05/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 121,344 CHF | 123,844 CHF | 100.00% | 100.00% |
10/05/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 119,325 CHF | 121,825 CHF | 100.00% | 100.00% |
08/05/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 108,121 CHF | 110,621 CHF | 100.00% | 100.00% |
07/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 123,329 CHF | 126,329 CHF | 100.00% | 100.00% |
06/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 118,032 CHF | 121,032 CHF | 100.00% | 100.00% |
03/05/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 109,634 CHF | 112,634 CHF | 100.00% | 100.00% |