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 | 2.22% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,595 CHF | 68,365 CHF | 97.14% | 97.14% |
15/05/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,732 CHF | 60,411 CHF | 99.07% | 99.07% |
14/05/2024 | 2.49% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,888 CHF | 61,129 CHF | 97.36% | 97.36% |
13/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,065 CHF | 58,855 CHF | 92.76% | 92.76% |
10/05/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,781 CHF | 64,094 CHF | 98.69% | 98.69% |
08/05/2024 | 3.17% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 139,761 CHF | 48,087 CHF | 97.03% | 97.03% |
07/05/2024 | 3.68% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 120,524 CHF | 41,675 CHF | 96.61% | 96.61% |
06/05/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,135 CHF | 36,545 CHF | 90.72% | 90.72% |
03/05/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 572,534 | 190,845 | 122,924 CHF | 42,883 CHF | 95.17% | 95.17% |
02/05/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 128,539 CHF | 44,846 CHF | 97.78% | 97.78% |