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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 4.83% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 181,810 CHF | 63,603 CHF | 96.06% | 96.06% |
22/05/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 188,875 CHF | 65,958 CHF | 99.59% | 99.59% |
21/05/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 836,144 | 278,715 | 209,785 CHF | 72,716 CHF | 96.92% | 96.92% |
17/05/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 211,528 CHF | 73,009 CHF | 99.60% | 99.60% |
16/05/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,544 CHF | 75,015 CHF | 99.48% | 99.48% |
15/05/2024 | 3.46% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 213,684 CHF | 73,728 CHF | 99.70% | 99.70% |
14/05/2024 | 3.23% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 228,800 CHF | 78,767 CHF | 99.18% | 99.18% |
13/05/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,126 CHF | 77,542 CHF | 99.02% | 99.02% |
10/05/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 241,696 CHF | 83,066 CHF | 97.86% | 97.86% |
08/05/2024 | 3.01% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 245,132 CHF | 84,211 CHF | 99.57% | 99.57% |