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 | 4.76% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 92,390 CHF | 32,297 CHF | 99.17% | 99.17% |
15/05/2024 | 4.20% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 105,020 CHF | 36,507 CHF | 94.33% | 94.33% |
14/05/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 95,216 CHF | 33,239 CHF | 99.16% | 99.16% |
13/05/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,300 CHF | 34,933 CHF | 98.53% | 98.53% |
10/05/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 451,231 | 150,410 | 87,935 CHF | 30,816 CHF | 99.01% | 99.01% |
08/05/2024 | 5.95% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 558,555 | 186,185 | 91,065 CHF | 32,217 CHF | 98.84% | 98.84% |
07/05/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 102,038 CHF | 35,513 CHF | 97.93% | 97.93% |
06/05/2024 | 4.45% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 99,098 CHF | 34,533 CHF | 99.17% | 99.17% |
03/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 100,749 CHF | 35,083 CHF | 99.17% | 99.17% |
02/05/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 96,108 CHF | 34,036 CHF | 99.15% | 99.15% |