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 | 5.36% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 748,282 | 249,427 | 135,984 CHF | 47,822 CHF | 95.40% | 95.40% |
15/05/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 621,771 | 207,257 | 123,469 CHF | 43,229 CHF | 98.36% | 98.36% |
14/05/2024 | 4.41% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,108 CHF | 46,369 CHF | 98.82% | 98.82% |
13/05/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 123,565 CHF | 43,188 CHF | 87.44% | 87.44% |
10/05/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 132,922 CHF | 46,807 CHF | 99.52% | 99.52% |
08/05/2024 | 5.30% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 722,499 | 240,833 | 132,508 CHF | 46,578 CHF | 98.44% | 98.44% |
07/05/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 736,080 | 245,360 | 140,036 CHF | 49,132 CHF | 99.18% | 99.18% |
06/05/2024 | 4.43% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 627,160 | 209,053 | 138,708 CHF | 48,327 CHF | 99.33% | 99.33% |
03/05/2024 | 3.92% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 150,318 CHF | 52,106 CHF | 99.25% | 99.25% |
02/05/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,353 CHF | 55,118 CHF | 99.10% | 99.10% |