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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 6.16% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 118,492 CHF | 16,799 CHF | 97.16% | 97.16% |
14/05/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 131,008 CHF | 18,468 CHF | 93.77% | 93.77% |
13/05/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 146,490 CHF | 20,532 CHF | 92.12% | 92.12% |
10/05/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 165,858 CHF | 23,114 CHF | 95.33% | 95.33% |
08/05/2024 | 4.18% | 0.25 CHF | 0.26 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 175,676 CHF | 24,423 CHF | 98.58% | 98.58% |
07/05/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 285,084 CHF | 39,011 CHF | 99.24% | 99.24% |
06/05/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 292,774 CHF | 40,037 CHF | 95.70% | 95.70% |
03/05/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 304,743 CHF | 41,632 CHF | 99.09% | 99.09% |
02/05/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 325,300 CHF | 44,373 CHF | 99.08% | 99.08% |
30/04/2024 | 2.57% | 0.42 CHF | 0.43 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 288,276 CHF | 39,437 CHF | 99.06% | 99.06% |