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 | 2.48% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,199 CHF | 61,233 CHF | 98.47% | 98.47% |
15/05/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,524 CHF | 61,341 CHF | 98.32% | 98.32% |
14/05/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 177,780 CHF | 60,760 CHF | 99.36% | 99.36% |
13/05/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,648 CHF | 55,383 CHF | 98.94% | 98.94% |
10/05/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 155,575 CHF | 53,358 CHF | 99.36% | 99.36% |
08/05/2024 | 2.84% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 156,078 CHF | 53,526 CHF | 99.36% | 99.36% |
07/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,030 CHF | 51,177 CHF | 94.72% | 94.72% |
06/05/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 109,394 CHF | 38,465 CHF | 99.36% | 99.36% |
03/05/2024 | 5.50% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 106,610 CHF | 37,537 CHF | 99.37% | 99.37% |
02/05/2024 | 6.80% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 85,314 CHF | 30,438 CHF | 99.36% | 99.36% |