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 | 2.03% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 124,558 | 124,558 | 60,866 CHF | 62,112 CHF | 99.51% | 99.51% |
15/05/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 143,913 | 143,913 | 74,217 CHF | 75,657 CHF | 99.55% | 99.55% |
14/05/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,038 CHF | 73,538 CHF | 99.55% | 99.55% |
13/05/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 69,994 CHF | 71,494 CHF | 99.51% | 99.51% |
10/05/2024 | 2.01% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 61,564 CHF | 62,814 CHF | 99.56% | 99.56% |
08/05/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 65,930 CHF | 67,180 CHF | 99.53% | 99.53% |
07/05/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 66,907 CHF | 68,157 CHF | 99.57% | 99.57% |
06/05/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 76,155 CHF | 77,655 CHF | 99.57% | 99.57% |
03/05/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,945 CHF | 73,445 CHF | 99.55% | 99.55% |
02/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 133,790 | 133,790 | 63,868 CHF | 65,206 CHF | 99.39% | 99.51% |