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 | 2.16% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 274,409 CHF | 93,470 CHF | 98.49% | 98.49% |
15/05/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 663,360 | 200,000 | 285,838 CHF | 88,507 CHF | 98.31% | 98.31% |
14/05/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 750,000 | 200,000 | 735,765 | 200,000 | 323,251 CHF | 89,827 CHF | 99.37% | 99.37% |
13/05/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 892,117 | 297,384 | 189,325 CHF | 66,085 CHF | 98.93% | 98.93% |
10/05/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 169,939 CHF | 59,646 CHF | 99.37% | 99.37% |
08/05/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 165,804 CHF | 58,268 CHF | 99.36% | 99.36% |
07/05/2024 | 5.94% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 147,504 CHF | 52,168 CHF | 94.71% | 94.71% |
06/05/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 901,975 | 301,975 | 147,278 CHF | 52,310 CHF | 99.36% | 99.36% |
03/05/2024 | 6.61% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 978,803 | 378,803 | 143,304 CHF | 59,122 CHF | 99.36% | 99.36% |
02/05/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 143,349 CHF | 61,340 CHF | 99.37% | 99.37% |