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 | 3.69% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 239,500 CHF | 82,833 CHF | 93.23% | 93.23% |
15/05/2024 | 3.87% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 228,270 CHF | 79,090 CHF | 97.63% | 97.63% |
14/05/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 216,654 CHF | 75,218 CHF | 93.83% | 93.83% |
13/05/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 205,097 CHF | 71,366 CHF | 91.96% | 91.96% |
10/05/2024 | 4.55% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 954,305 | 354,305 | 205,092 CHF | 79,559 CHF | 96.29% | 96.29% |
08/05/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 212,354 CHF | 88,942 CHF | 99.00% | 99.00% |
07/05/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 482,301 | 139,818 CHF | 72,077 CHF | 99.58% | 99.58% |
06/05/2024 | 7.09% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,300 | 136,333 CHF | 72,734 CHF | 97.29% | 97.29% |
03/05/2024 | 7.27% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 132,703 CHF | 71,352 CHF | 99.60% | 99.60% |
02/05/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 126,656 CHF | 68,328 CHF | 99.54% | 99.54% |