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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 702,100 | 234,033 | 286,770 CHF | 97,930 CHF | 99.59% | 99.59% |
16/05/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 280,667 CHF | 96,056 CHF | 93.29% | 93.29% |
15/05/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 266,830 CHF | 91,443 CHF | 97.62% | 97.62% |
14/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 256,211 CHF | 87,904 CHF | 93.83% | 93.83% |
13/05/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 241,258 CHF | 82,919 CHF | 92.06% | 92.06% |
10/05/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,993 CHF | 78,498 CHF | 96.32% | 96.32% |
08/05/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 222,564 CHF | 76,688 CHF | 98.88% | 98.88% |
07/05/2024 | 4.98% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,599 CHF | 61,866 CHF | 99.54% | 99.54% |
06/05/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 917,081 | 317,081 | 174,302 CHF | 63,321 CHF | 97.29% | 97.29% |
03/05/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 961,854 | 361,854 | 176,036 CHF | 69,717 CHF | 99.29% | 99.29% |