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 | 5.34% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,874 CHF | 29,125 CHF | 97.07% | 97.07% |
15/05/2024 | 7.15% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 454,765 | 151,588 | 61,926 CHF | 22,158 CHF | 99.07% | 99.07% |
14/05/2024 | 6.46% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 584,029 | 194,676 | 87,611 CHF | 31,150 CHF | 97.32% | 97.32% |
13/05/2024 | 6.68% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 86,982 CHF | 30,994 CHF | 92.38% | 92.38% |
10/05/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 575,660 | 191,887 | 101,380 CHF | 35,712 CHF | 98.69% | 98.69% |
08/05/2024 | 8.74% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 82,281 CHF | 29,927 CHF | 96.90% | 96.90% |
07/05/2024 | 10.54% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 851,209 | 283,736 | 76,696 CHF | 28,403 CHF | 96.44% | 96.44% |
06/05/2024 | 12.66% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 923,070 | 323,070 | 68,454 CHF | 27,126 CHF | 90.70% | 90.70% |
03/05/2024 | 14.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 979,733 | 379,733 | 65,117 CHF | 28,928 CHF | 94.26% | 94.26% |
02/05/2024 | 13.59% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,984 | 399,984 | 68,927 CHF | 31,570 CHF | 98.10% | 98.10% |