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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 173,664 CHF | 60,888 CHF | 96.71% | 96.71% |
17/05/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 197,965 CHF | 68,988 CHF | 99.58% | 99.58% |
16/05/2024 | 4.99% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,155 CHF | 61,719 CHF | 93.25% | 93.25% |
15/05/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 165,331 CHF | 58,110 CHF | 97.60% | 97.60% |
14/05/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 154,898 CHF | 54,633 CHF | 93.96% | 93.96% |
13/05/2024 | 6.17% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 958,532 | 358,532 | 150,480 CHF | 59,796 CHF | 91.97% | 91.97% |
10/05/2024 | 6.63% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 145,918 CHF | 62,367 CHF | 96.28% | 96.28% |
08/05/2024 | 6.68% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 144,995 CHF | 61,998 CHF | 98.96% | 98.96% |
07/05/2024 | 11.58% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,572 CHF | 45,786 CHF | 99.58% | 99.58% |
06/05/2024 | 11.98% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,940 CHF | 44,470 CHF | 97.30% | 97.30% |