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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 5.46% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 754,255 | 251,418 | 135,060 CHF | 47,534 CHF | 99.39% | 99.39% |
28/05/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 132,784 CHF | 46,762 CHF | 99.40% | 99.40% |
27/05/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 136,207 CHF | 47,902 CHF | 98.92% | 98.92% |
24/05/2024 | 5.95% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 829,518 | 276,506 | 135,106 CHF | 47,801 CHF | 99.38% | 99.38% |
23/05/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,919 CHF | 44,806 CHF | 95.95% | 95.95% |
22/05/2024 | 5.88% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,849 CHF | 43,783 CHF | 99.35% | 99.35% |
21/05/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 150,236 CHF | 52,579 CHF | 96.59% | 96.59% |
17/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 748,656 | 249,552 | 171,839 CHF | 59,775 CHF | 99.58% | 99.58% |
16/05/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 744,763 | 248,254 | 158,914 CHF | 55,454 CHF | 99.32% | 99.32% |
15/05/2024 | 3.58% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 610,327 | 203,442 | 167,882 CHF | 57,995 CHF | 99.32% | 99.32% |