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 | 1.75% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 606,184 | 202,061 | 343,244 CHF | 116,435 CHF | 99.37% | 99.37% |
15/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 750,000 | 250,000 | 742,404 | 247,468 | 402,009 CHF | 136,478 CHF | 99.38% | 99.38% |
14/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 374,811 CHF | 127,437 CHF | 99.36% | 99.36% |
13/05/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 357,349 CHF | 121,616 CHF | 98.79% | 98.79% |
10/05/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 756,558 | 252,186 | 303,788 CHF | 103,785 CHF | 99.36% | 99.36% |
08/05/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 290,515 CHF | 99,838 CHF | 99.37% | 99.37% |
07/05/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 910,889 | 310,889 | 250,816 CHF | 88,605 CHF | 98.15% | 98.15% |
06/05/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 267,211 CHF | 92,070 CHF | 99.38% | 99.38% |
03/05/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 269,200 CHF | 92,733 CHF | 99.35% | 99.35% |
02/05/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 260,499 CHF | 89,833 CHF | 99.36% | 99.36% |