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 | 2.08% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,066 CHF | 97,022 CHF | 99.27% | 99.27% |
15/05/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,803 CHF | 88,601 CHF | 99.09% | 99.09% |
14/05/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 697,673 | 232,558 | 282,869 CHF | 96,615 CHF | 99.27% | 99.27% |
13/05/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 749,621 | 249,874 | 297,270 CHF | 101,589 CHF | 98.81% | 98.81% |
10/05/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 287,827 CHF | 98,443 CHF | 99.27% | 99.27% |
08/05/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 267,948 CHF | 91,816 CHF | 99.27% | 99.27% |
07/05/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,569 CHF | 84,356 CHF | 99.27% | 99.27% |
06/05/2024 | 3.05% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 242,872 CHF | 83,457 CHF | 99.27% | 99.27% |
03/05/2024 | 3.41% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,056 CHF | 74,852 CHF | 99.15% | 99.15% |
02/05/2024 | 3.65% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,988 CHF | 69,829 CHF | 99.19% | 99.19% |