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 | 1.97% | 0.51 CHF | 0.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 125,460 CHF | 127,960 CHF | 88.41% | 88.41% |
16/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 116,793 CHF | 119,293 CHF | 98.59% | 98.59% |
15/05/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 101,746 CHF | 104,246 CHF | 94.03% | 94.03% |
14/05/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 91,482 CHF | 93,982 CHF | 98.98% | 98.98% |
13/05/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 90,995 CHF | 93,495 CHF | 95.49% | 95.49% |
10/05/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 84,656 CHF | 87,156 CHF | 97.14% | 97.14% |
08/05/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 67,770 CHF | 70,270 CHF | 99.32% | 99.32% |
07/05/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 57,740 CHF | 60,240 CHF | 84.49% | 84.49% |
06/05/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 270,000 | 250,000 | 261,160 | 250,000 | 50,800 CHF | 51,197 CHF | 92.67% | 92.67% |
03/05/2024 | 5.44% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 283,042 | 250,000 | 50,624 CHF | 47,258 CHF | 93.41% | 93.41% |