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 | 3.49% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,704 CHF | 73,068 CHF | 96.85% | 96.85% |
15/05/2024 | 5.13% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 871,968 | 290,656 | 165,891 CHF | 58,204 CHF | 98.91% | 98.91% |
14/05/2024 | 6.32% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 915,309 | 315,309 | 140,505 CHF | 51,502 CHF | 98.30% | 98.30% |
13/05/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 154,009 CHF | 54,336 CHF | 98.08% | 98.08% |
10/05/2024 | 5.03% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 174,884 CHF | 61,295 CHF | 97.71% | 97.71% |
08/05/2024 | 4.64% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 189,926 CHF | 66,309 CHF | 97.97% | 97.97% |
07/05/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 206,872 CHF | 71,958 CHF | 97.79% | 97.79% |
06/05/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 193,780 CHF | 67,593 CHF | 98.23% | 98.23% |
03/05/2024 | 6.30% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,237 CHF | 65,695 CHF | 98.31% | 98.31% |
02/05/2024 | 6.06% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 161,213 CHF | 68,485 CHF | 97.56% | 97.56% |