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 | 4.90% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 753,659 | 251,220 | 150,126 CHF | 52,554 CHF | 99.48% | 99.48% |
15/05/2024 | 5.06% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 847,810 | 282,603 | 163,234 CHF | 57,237 CHF | 99.72% | 99.72% |
14/05/2024 | 4.60% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 761,975 | 253,992 | 161,910 CHF | 56,510 CHF | 99.15% | 99.15% |
13/05/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 753,432 | 251,144 | 156,572 CHF | 54,702 CHF | 99.02% | 99.02% |
10/05/2024 | 4.25% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,990 CHF | 60,163 CHF | 98.30% | 98.30% |
08/05/2024 | 4.16% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 176,483 CHF | 61,328 CHF | 99.55% | 99.55% |
07/05/2024 | 4.54% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 850,070 | 283,357 | 182,856 CHF | 63,786 CHF | 99.65% | 99.65% |
06/05/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 851,403 | 283,801 | 180,896 CHF | 63,137 CHF | 99.56% | 99.56% |
03/05/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 804,703 | 268,234 | 177,808 CHF | 61,952 CHF | 99.63% | 99.63% |
02/05/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 179,081 CHF | 62,694 CHF | 99.11% | 99.11% |