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 | 3.16% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 664,439 | 221,480 | 206,802 CHF | 71,149 CHF | 97.18% | 97.18% |
15/05/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 748,878 | 249,626 | 216,190 CHF | 74,560 CHF | 98.29% | 98.29% |
14/05/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 747,582 | 249,194 | 224,093 CHF | 77,190 CHF | 97.33% | 97.33% |
13/05/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,339 CHF | 75,280 CHF | 92.32% | 92.32% |
10/05/2024 | 3.18% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 732,501 | 244,167 | 226,804 CHF | 78,043 CHF | 98.72% | 98.72% |
08/05/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 188,442 CHF | 65,314 CHF | 96.47% | 96.47% |
07/05/2024 | 4.27% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 824,414 | 274,805 | 188,919 CHF | 65,721 CHF | 96.94% | 96.94% |
06/05/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 186,243 CHF | 65,081 CHF | 90.69% | 90.69% |
03/05/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,738 CHF | 61,913 CHF | 94.33% | 94.33% |
02/05/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 176,515 CHF | 61,838 CHF | 97.77% | 97.77% |