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 | 1.90% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 312,677 CHF | 106,226 CHF | 97.15% | 97.15% |
15/05/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 291,040 CHF | 99,013 CHF | 99.01% | 99.01% |
14/05/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 299,049 CHF | 101,683 CHF | 97.34% | 97.34% |
13/05/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,512 CHF | 99,504 CHF | 93.12% | 93.12% |
10/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 307,887 CHF | 104,629 CHF | 98.72% | 98.72% |
08/05/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 260,623 CHF | 88,874 CHF | 96.43% | 96.43% |
07/05/2024 | 2.45% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 242,481 CHF | 82,827 CHF | 96.52% | 96.52% |
06/05/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 222,165 CHF | 76,055 CHF | 90.49% | 90.49% |
03/05/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,356 CHF | 72,785 CHF | 93.91% | 93.91% |
02/05/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 623,700 | 207,900 | 219,686 CHF | 75,308 CHF | 97.78% | 97.78% |