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 | 2.87% | 0.34 CHF | 0.35 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 77,319 CHF | 79,569 CHF | 99.84% | 99.84% |
15/05/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 71,572 CHF | 73,822 CHF | 99.75% | 99.75% |
14/05/2024 | 3.69% | 0.29 CHF | 0.30 CHF | 225,000 | 225,000 | 243,027 | 243,027 | 64,619 CHF | 67,049 CHF | 98.97% | 98.97% |
13/05/2024 | 3.56% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 240,326 | 240,328 | 66,265 CHF | 68,668 CHF | 100.00% | 100.00% |
10/05/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 225,000 | 225,000 | 241,552 | 241,552 | 67,067 CHF | 69,483 CHF | 100.00% | 100.00% |
08/05/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 249,480 | 249,481 | 68,442 CHF | 70,937 CHF | 100.00% | 100.00% |
07/05/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 250,501 | 250,505 | 61,431 CHF | 63,937 CHF | 99.82% | 99.82% |
06/05/2024 | 7.03% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 379,710 | 379,712 | 52,108 CHF | 55,906 CHF | 99.77% | 99.77% |
03/05/2024 | 9.84% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 533,675 | 379,401 | 51,623 CHF | 41,987 CHF | 100.00% | 100.00% |
02/05/2024 | 12.81% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 690,985 | 358,562 | 50,473 CHF | 29,782 CHF | 100.00% | 100.00% |