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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.78% | 1.14 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 222,224 CHF | 226,224 CHF | 88.01% | 88.01% |
16/05/2024 | 1.70% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,616 CHF | 200,012 CHF | 98.28% | 98.28% |
15/05/2024 | 1.25% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 159,791 CHF | 161,791 CHF | 94.34% | 94.34% |
14/05/2024 | 1.50% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 132,388 CHF | 134,388 CHF | 98.98% | 98.98% |
13/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 132,883 CHF | 134,883 CHF | 95.21% | 95.21% |
10/05/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,059 CHF | 122,059 CHF | 97.11% | 97.11% |
08/05/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,044 CHF | 83,044 CHF | 99.32% | 99.32% |
07/05/2024 | 3.32% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,536 CHF | 61,536 CHF | 84.48% | 84.48% |
06/05/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 270,000 | 200,000 | 248,904 | 200,000 | 50,706 CHF | 43,002 CHF | 92.67% | 92.67% |
03/05/2024 | 5.88% | 0.16 CHF | 0.17 CHF | 320,000 | 200,000 | 309,352 | 200,000 | 51,072 CHF | 35,142 CHF | 93.08% | 93.08% |