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 | 4.03% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,915 CHF | 25,305 CHF | 99.17% | 99.17% |
15/05/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 86,576 CHF | 29,859 CHF | 94.33% | 94.33% |
14/05/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 77,749 CHF | 26,916 CHF | 99.16% | 99.16% |
13/05/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 80,689 CHF | 27,896 CHF | 98.53% | 98.53% |
10/05/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 300,000 | 100,000 | 309,217 | 103,072 | 70,164 CHF | 24,419 CHF | 99.01% | 99.01% |
08/05/2024 | 5.43% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 449,489 | 149,830 | 82,106 CHF | 28,867 CHF | 98.84% | 98.84% |
07/05/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 341,793 | 113,931 | 88,402 CHF | 30,607 CHF | 97.93% | 97.93% |
06/05/2024 | 3.89% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 369,290 | 123,097 | 92,545 CHF | 32,079 CHF | 99.17% | 99.17% |
03/05/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 300,000 | 100,000 | 349,544 | 116,515 | 90,593 CHF | 31,363 CHF | 99.17% | 99.17% |
02/05/2024 | 5.50% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 80,370 CHF | 28,290 CHF | 99.14% | 99.14% |