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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 699,036 | 233,012 | 176,176 CHF | 61,055 CHF | 97.32% | 97.32% |
16/05/2024 | 3.56% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 165,905 CHF | 57,302 CHF | 98.56% | 98.56% |
15/05/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,333 CHF | 51,278 CHF | 93.19% | 93.19% |
14/05/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,982 CHF | 55,827 CHF | 91.11% | 91.11% |
13/05/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 474,905 | 158,302 | 142,664 CHF | 49,138 CHF | 85.86% | 85.86% |
10/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,819 CHF | 56,606 CHF | 86.89% | 86.89% |
08/05/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,401 | 200,134 | 158,925 CHF | 54,976 CHF | 97.80% | 97.80% |
07/05/2024 | 2.88% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 593,424 | 197,808 | 203,302 CHF | 69,745 CHF | 86.80% | 86.80% |
06/05/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,335 CHF | 72,445 CHF | 85.91% | 85.91% |
03/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,964 CHF | 68,321 CHF | 92.07% | 92.07% |