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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 759,552 | 253,184 | 150,189 CHF | 52,595 CHF | 93.01% | 93.01% |
14/05/2024 | 4.58% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 159,904 CHF | 55,801 CHF | 91.38% | 91.38% |
13/05/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 759,986 | 253,329 | 136,675 CHF | 48,092 CHF | 85.90% | 85.90% |
10/05/2024 | 5.98% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 146,166 CHF | 51,722 CHF | 87.19% | 87.19% |
08/05/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,011 | 300,236 | 143,930 CHF | 51,012 CHF | 97.70% | 97.70% |
07/05/2024 | 4.55% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 161,024 CHF | 56,175 CHF | 86.76% | 86.76% |
06/05/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 167,693 CHF | 58,398 CHF | 85.91% | 85.91% |
03/05/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,280 CHF | 55,260 CHF | 92.03% | 92.03% |
02/05/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 159,232 CHF | 55,577 CHF | 91.98% | 91.98% |
30/04/2024 | 3.93% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 652,846 | 217,615 | 162,955 CHF | 56,495 CHF | 98.30% | 98.30% |