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 | 2.35% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 252,456 CHF | 86,152 CHF | 99.27% | 99.27% |
15/05/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 228,135 CHF | 78,045 CHF | 99.08% | 99.08% |
14/05/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 722,222 | 240,741 | 254,991 CHF | 87,404 CHF | 99.27% | 99.27% |
13/05/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 257,332 CHF | 88,278 CHF | 98.81% | 98.81% |
10/05/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 248,880 CHF | 85,460 CHF | 99.27% | 99.27% |
08/05/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 228,110 CHF | 78,537 CHF | 99.27% | 99.27% |
07/05/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 209,244 CHF | 72,248 CHF | 99.27% | 99.27% |
06/05/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,303 CHF | 69,601 CHF | 99.27% | 99.27% |
03/05/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 179,231 CHF | 62,244 CHF | 99.16% | 99.16% |
02/05/2024 | 4.38% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 167,604 CHF | 58,368 CHF | 99.19% | 99.19% |