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 | 3.80% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 599,308 | 199,769 | 154,874 CHF | 53,622 CHF | 99.26% | 99.26% |
14/05/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,267 CHF | 52,089 CHF | 99.13% | 99.13% |
13/05/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 515,406 | 171,802 | 149,431 CHF | 51,529 CHF | 95.27% | 95.27% |
10/05/2024 | 3.55% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 597,822 | 199,274 | 165,909 CHF | 57,296 CHF | 99.25% | 99.25% |
08/05/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 639,621 | 213,207 | 121,771 CHF | 42,722 CHF | 99.11% | 99.11% |
07/05/2024 | 6.94% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 796,597 | 265,532 | 112,817 CHF | 40,261 CHF | 99.10% | 99.10% |
06/05/2024 | 6.77% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 107,411 CHF | 38,304 CHF | 99.07% | 99.07% |
03/05/2024 | 8.04% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 842,042 | 280,681 | 100,729 CHF | 36,383 CHF | 99.13% | 99.13% |
02/05/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 96,717 CHF | 35,239 CHF | 98.84% | 98.84% |
30/04/2024 | 7.01% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 752,418 | 250,806 | 103,604 CHF | 37,043 CHF | 99.16% | 99.16% |