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 | 3.75% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 65,421 CHF | 67,921 CHF | 88.42% | 88.42% |
16/05/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 59,911 CHF | 62,411 CHF | 98.59% | 98.59% |
15/05/2024 | 4.92% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 258,216 | 250,000 | 51,216 CHF | 52,155 CHF | 94.34% | 94.34% |
14/05/2024 | 5.53% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 288,085 | 250,000 | 50,645 CHF | 46,492 CHF | 98.98% | 98.98% |
13/05/2024 | 5.56% | 0.18 CHF | 0.19 CHF | 280,000 | 250,000 | 290,330 | 250,000 | 50,710 CHF | 46,209 CHF | 95.49% | 95.49% |
10/05/2024 | 6.10% | 0.17 CHF | 0.18 CHF | 300,000 | 250,000 | 321,419 | 250,000 | 51,125 CHF | 42,323 CHF | 97.14% | 97.14% |
08/05/2024 | 7.89% | 0.13 CHF | 0.14 CHF | 390,000 | 250,000 | 414,554 | 250,000 | 50,469 CHF | 32,974 CHF | 99.32% | 99.32% |
07/05/2024 | 9.37% | 0.11 CHF | 0.12 CHF | 460,000 | 250,000 | 489,396 | 250,000 | 49,855 CHF | 28,011 CHF | 84.47% | 84.47% |
06/05/2024 | 11.22% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 42,184 CHF | 23,592 CHF | 92.67% | 92.67% |
03/05/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 39,568 CHF | 22,284 CHF | 92.31% | 92.31% |