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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 186,461 CHF | 65,154 CHF | 92.79% | 92.79% |
14/05/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 196,763 CHF | 68,588 CHF | 91.46% | 91.46% |
13/05/2024 | 5.15% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 170,550 CHF | 59,850 CHF | 85.86% | 85.86% |
10/05/2024 | 5.62% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 980,810 | 380,810 | 169,566 CHF | 69,562 CHF | 87.38% | 87.38% |
08/05/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 997,471 | 397,471 | 168,141 CHF | 70,943 CHF | 97.68% | 97.68% |
07/05/2024 | 4.51% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 195,244 CHF | 68,081 CHF | 86.83% | 86.83% |
06/05/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 201,255 CHF | 70,085 CHF | 85.90% | 85.90% |
03/05/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 191,875 CHF | 66,959 CHF | 92.00% | 92.00% |
02/05/2024 | 4.57% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 192,792 CHF | 67,264 CHF | 91.97% | 91.97% |
30/04/2024 | 4.01% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 826,614 | 275,538 | 201,979 CHF | 70,082 CHF | 98.30% | 98.30% |