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 | 2.68% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 276,482 CHF | 94,661 CHF | 99.54% | 99.54% |
15/05/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 749,560 | 249,853 | 286,407 CHF | 97,967 CHF | 99.69% | 99.69% |
14/05/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 274,324 CHF | 93,941 CHF | 99.61% | 99.61% |
13/05/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 660,719 | 220,240 | 243,968 CHF | 83,525 CHF | 99.06% | 99.06% |
10/05/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 714,787 | 238,262 | 257,201 CHF | 88,116 CHF | 99.72% | 99.72% |
08/05/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 231,700 CHF | 79,733 CHF | 99.57% | 99.57% |
07/05/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,573 CHF | 77,358 CHF | 99.59% | 99.59% |
06/05/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 238,684 CHF | 82,561 CHF | 99.55% | 99.55% |
03/05/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 899,952 | 299,984 | 241,360 CHF | 83,453 CHF | 99.32% | 99.32% |
02/05/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 234,671 CHF | 81,224 CHF | 99.73% | 99.73% |