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 | 4.50% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 742,105 | 247,368 | 161,508 CHF | 56,310 CHF | 97.17% | 97.17% |
15/05/2024 | 4.98% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 147,051 CHF | 51,517 CHF | 98.31% | 98.31% |
14/05/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 155,457 CHF | 54,319 CHF | 97.34% | 97.34% |
13/05/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 150,663 CHF | 52,721 CHF | 92.56% | 92.56% |
10/05/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,182 CHF | 56,561 CHF | 98.74% | 98.74% |
08/05/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 147,767 CHF | 52,256 CHF | 96.42% | 96.42% |
07/05/2024 | 6.68% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 907,285 | 307,285 | 131,767 CHF | 47,627 CHF | 97.01% | 97.01% |
06/05/2024 | 7.64% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 126,116 CHF | 54,447 CHF | 90.42% | 90.42% |
03/05/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 999,773 | 399,777 | 119,495 CHF | 51,778 CHF | 94.35% | 94.35% |
02/05/2024 | 8.05% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 119,434 CHF | 51,774 CHF | 97.77% | 97.77% |