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 | 2.71% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 299,117 | 299,117 | 108,814 CHF | 111,805 CHF | 99.52% | 99.52% |
15/05/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 105,597 CHF | 108,597 CHF | 99.48% | 99.53% |
14/05/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 110,600 CHF | 113,600 CHF | 99.55% | 99.55% |
13/05/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 93,898 CHF | 96,398 CHF | 99.52% | 99.52% |
10/05/2024 | 2.71% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 109,131 CHF | 112,131 CHF | 99.58% | 99.58% |
08/05/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 104,841 CHF | 107,841 CHF | 99.56% | 99.56% |
07/05/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 104,453 CHF | 107,453 CHF | 99.55% | 99.55% |
06/05/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 108,016 CHF | 111,016 CHF | 99.57% | 99.57% |
03/05/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 93,826 CHF | 96,326 CHF | 99.56% | 99.56% |
02/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 267,574 | 267,574 | 101,015 CHF | 103,691 CHF | 99.45% | 99.45% |