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 | 2.42% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 245,396 CHF | 83,799 CHF | 97.15% | 97.15% |
15/05/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 227,208 CHF | 77,736 CHF | 98.31% | 98.31% |
14/05/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 234,920 CHF | 80,307 CHF | 97.34% | 97.34% |
13/05/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 228,788 CHF | 78,263 CHF | 93.12% | 93.12% |
10/05/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 242,812 CHF | 82,937 CHF | 98.74% | 98.74% |
08/05/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 732,741 | 244,247 | 246,023 CHF | 84,450 CHF | 96.90% | 96.90% |
07/05/2024 | 3.18% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,135 CHF | 79,878 CHF | 96.58% | 96.58% |
06/05/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 210,881 CHF | 72,794 CHF | 90.37% | 90.37% |
03/05/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 200,568 CHF | 69,356 CHF | 95.21% | 95.21% |
02/05/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 199,557 CHF | 69,019 CHF | 97.77% | 97.77% |