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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 7.35% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,496 CHF | 35,332 CHF | 99.44% | 99.44% |
23/05/2024 | 6.42% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 601,644 | 200,548 | 90,849 CHF | 32,289 CHF | 96.05% | 96.05% |
22/05/2024 | 5.34% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 109,426 CHF | 38,475 CHF | 99.51% | 99.51% |
21/05/2024 | 5.58% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 104,899 CHF | 36,967 CHF | 97.00% | 97.00% |
17/05/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 154,448 CHF | 52,983 CHF | 99.58% | 99.58% |
16/05/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,398 CHF | 50,299 CHF | 99.75% | 99.75% |
15/05/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,512 CHF | 52,004 CHF | 99.70% | 99.70% |
14/05/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,994 CHF | 49,165 CHF | 99.59% | 99.59% |
13/05/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 147,439 CHF | 50,646 CHF | 99.05% | 99.05% |
10/05/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 139,350 CHF | 47,950 CHF | 99.47% | 99.47% |