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 | 2.89% | 0.34 CHF | 0.35 CHF | 90,000 | 90,000 | 90,176 | 90,176 | 30,759 CHF | 31,661 CHF | 100.00% | 100.00% |
15/05/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 90,000 | 90,000 | 97,575 | 97,575 | 35,333 CHF | 36,308 CHF | 100.00% | 100.00% |
14/05/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,503 CHF | 35,503 CHF | 100.00% | 100.00% |
13/05/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 35,544 CHF | 36,794 CHF | 100.00% | 100.00% |
10/05/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 31,463 CHF | 32,713 CHF | 100.00% | 100.00% |
08/05/2024 | 4.77% | 0.21 CHF | 0.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 30,734 CHF | 32,234 CHF | 100.00% | 100.00% |
07/05/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 33,543 CHF | 35,293 CHF | 100.00% | 100.00% |
06/05/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 25,964 CHF | 27,464 CHF | 100.00% | 100.00% |
03/05/2024 | 4.42% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 30,084 CHF | 31,334 CHF | 99.15% | 99.15% |
02/05/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 33,705 CHF | 34,955 CHF | 99.94% | 99.94% |