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 | 3.80% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 741,148 | 247,049 | 191,407 CHF | 66,273 CHF | 95.25% | 95.25% |
15/05/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 611,056 | 203,685 | 169,736 CHF | 58,616 CHF | 98.33% | 98.33% |
14/05/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,509 CHF | 61,503 CHF | 98.76% | 98.76% |
13/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 170,482 CHF | 58,828 CHF | 87.37% | 87.37% |
10/05/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 190,565 CHF | 66,022 CHF | 99.51% | 99.51% |
08/05/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 664,268 | 221,423 | 176,104 CHF | 60,916 CHF | 98.56% | 98.56% |
07/05/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 621,744 | 207,248 | 168,326 CHF | 58,181 CHF | 99.21% | 99.21% |
06/05/2024 | 3.25% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 625,012 | 208,337 | 188,922 CHF | 65,057 CHF | 99.40% | 99.40% |
03/05/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,436 CHF | 68,145 CHF | 99.25% | 99.25% |
02/05/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,903 CHF | 70,301 CHF | 99.12% | 99.12% |