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 | 4.95% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 118,620 CHF | 41,540 CHF | 89.24% | 89.24% |
15/05/2024 | 4.71% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 124,559 CHF | 43,520 CHF | 92.07% | 92.07% |
14/05/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,794 CHF | 50,932 CHF | 85.35% | 85.35% |
13/05/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,673 CHF | 52,224 CHF | 74.68% | 74.68% |
10/05/2024 | 3.73% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 157,793 CHF | 54,598 CHF | 85.10% | 85.10% |
08/05/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 166,460 CHF | 57,487 CHF | 84.48% | 84.48% |
07/05/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,650 CHF | 57,217 CHF | 94.82% | 94.82% |
06/05/2024 | 3.92% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,249 CHF | 52,083 CHF | 81.95% | 81.95% |
03/05/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,168 CHF | 53,056 CHF | 96.30% | 96.30% |
02/05/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,722 CHF | 54,241 CHF | 97.47% | 97.47% |