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 | 4.59% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 127,904 CHF | 44,635 CHF | 97.39% | 97.39% |
16/05/2024 | 3.97% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 550,426 | 183,475 | 135,628 CHF | 47,044 CHF | 98.58% | 98.58% |
15/05/2024 | 2.21% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,656 CHF | 68,719 CHF | 92.71% | 92.71% |
14/05/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 215,299 CHF | 73,266 CHF | 91.14% | 91.14% |
13/05/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,258 CHF | 63,586 CHF | 85.82% | 85.82% |
10/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,505 CHF | 56,668 CHF | 87.16% | 87.16% |
08/05/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,758 CHF | 52,419 CHF | 97.71% | 97.71% |
07/05/2024 | 2.25% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,617 CHF | 67,372 CHF | 86.65% | 86.65% |
06/05/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,376 CHF | 68,292 CHF | 85.80% | 85.80% |
03/05/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,249 CHF | 63,583 CHF | 91.92% | 91.92% |