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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 195,604 CHF | 67,702 CHF | 96.05% | 96.05% |
22/05/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,495 CHF | 74,665 CHF | 99.55% | 99.55% |
21/05/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 207,237 CHF | 71,579 CHF | 97.01% | 97.01% |
17/05/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,042 CHF | 53,181 CHF | 99.60% | 99.60% |
16/05/2024 | 3.01% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 489,918 | 163,306 | 160,228 CHF | 55,042 CHF | 99.57% | 99.57% |
15/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 515,083 | 171,694 | 175,272 CHF | 60,141 CHF | 99.48% | 99.48% |
14/05/2024 | 3.06% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 193,168 CHF | 66,389 CHF | 99.56% | 99.56% |
13/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 595,132 | 198,377 | 196,800 CHF | 67,584 CHF | 99.01% | 99.01% |
10/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,446 CHF | 64,816 CHF | 99.37% | 99.37% |
08/05/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,623 CHF | 51,874 CHF | 99.53% | 99.53% |