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 | 2.94% | 0.34 CHF | 0.35 CHF | 350,000 | 350,000 | 352,652 | 352,652 | 118,142 CHF | 121,668 CHF | 99.58% | 99.58% |
15/05/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 142,000 CHF | 146,000 CHF | 99.58% | 99.58% |
14/05/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 139,208 CHF | 143,208 CHF | 99.54% | 99.54% |
13/05/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 135,935 CHF | 139,935 CHF | 99.52% | 99.52% |
10/05/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 118,450 CHF | 121,950 CHF | 99.54% | 99.54% |
08/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 128,652 CHF | 132,152 CHF | 99.58% | 99.58% |
07/05/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 134,489 CHF | 137,989 CHF | 99.57% | 99.57% |
06/05/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 120,966 CHF | 123,966 CHF | 99.53% | 99.53% |
03/05/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 125,469 CHF | 128,469 CHF | 99.52% | 99.52% |
02/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 122,810 CHF | 125,810 CHF | 99.47% | 99.47% |