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 | 4.96% | 0.17 CHF | 0.18 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 88,673 CHF | 20,705 CHF | 99.17% | 99.17% |
15/05/2024 | 5.59% | 0.18 CHF | 0.19 CHF | 450,000 | 100,000 | 519,769 | 100,000 | 90,036 CHF | 18,457 CHF | 99.17% | 99.17% |
14/05/2024 | 4.85% | 0.17 CHF | 0.18 CHF | 600,000 | 100,000 | 462,834 | 100,000 | 93,069 CHF | 21,193 CHF | 99.16% | 99.16% |
13/05/2024 | 4.44% | 0.20 CHF | 0.21 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 99,656 CHF | 23,146 CHF | 98.58% | 98.58% |
10/05/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 113,976 CHF | 26,328 CHF | 99.17% | 99.17% |
08/05/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 117,460 CHF | 27,102 CHF | 99.17% | 99.17% |
07/05/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 117,332 CHF | 27,074 CHF | 97.93% | 97.93% |
06/05/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 122,695 CHF | 28,266 CHF | 99.17% | 99.17% |
03/05/2024 | 3.51% | 0.26 CHF | 0.27 CHF | 450,000 | 100,000 | 450,000 | 100,000 | 126,221 CHF | 29,049 CHF | 99.16% | 99.16% |
02/05/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 600,000 | 100,000 | 523,175 | 100,000 | 111,785 CHF | 22,431 CHF | 99.15% | 99.15% |