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 | 5.55% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 52,732 CHF | 9,289 CHF | 99.17% | 99.17% |
16/05/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 300,000 | 50,000 | 300,000 | 50,000 | 64,226 CHF | 11,204 CHF | 99.17% | 99.17% |
15/05/2024 | 3.73% | 0.24 CHF | 0.25 CHF | 300,000 | 50,000 | 292,367 | 50,000 | 76,876 CHF | 13,709 CHF | 94.33% | 94.33% |
14/05/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 66,273 CHF | 23,091 CHF | 99.16% | 99.16% |
13/05/2024 | 4.24% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 69,355 CHF | 24,118 CHF | 98.53% | 98.53% |
10/05/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 56,557 CHF | 19,852 CHF | 99.01% | 99.01% |
08/05/2024 | 6.86% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 417,510 | 139,170 | 59,389 CHF | 21,188 CHF | 98.84% | 98.84% |
07/05/2024 | 4.34% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 307,169 | 102,390 | 69,387 CHF | 24,153 CHF | 97.93% | 97.93% |
06/05/2024 | 4.48% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 316,254 | 105,418 | 68,786 CHF | 23,983 CHF | 99.17% | 99.17% |
03/05/2024 | 4.39% | 0.24 CHF | 0.25 CHF | 300,000 | 100,000 | 312,422 | 104,141 | 69,571 CHF | 24,232 CHF | 99.16% | 99.16% |