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 | 7.21% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 664,112 | 221,371 | 88,691 CHF | 31,777 CHF | 98.55% | 98.55% |
15/05/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 131,368 CHF | 45,289 CHF | 92.73% | 92.73% |
14/05/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,746 CHF | 49,749 CHF | 91.20% | 91.20% |
13/05/2024 | 3.82% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 115,804 CHF | 40,101 CHF | 85.85% | 85.85% |
10/05/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 96,119 CHF | 33,540 CHF | 87.16% | 87.16% |
08/05/2024 | 5.08% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 453,253 | 151,084 | 87,519 CHF | 30,684 CHF | 97.70% | 97.70% |
07/05/2024 | 3.43% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 129,125 CHF | 44,542 CHF | 86.67% | 86.67% |
06/05/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,690 CHF | 45,730 CHF | 85.77% | 85.77% |
03/05/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 120,801 CHF | 41,767 CHF | 91.92% | 91.92% |
02/05/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,128 CHF | 41,209 CHF | 92.06% | 92.06% |