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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 5.56% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 747,934 | 249,311 | 130,998 CHF | 46,159 CHF | 98.98% | 98.98% |
21/05/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,015 CHF | 48,172 CHF | 97.92% | 97.92% |
17/05/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 759,178 | 253,059 | 124,547 CHF | 44,046 CHF | 97.95% | 97.95% |
16/05/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 111,824 CHF | 40,275 CHF | 98.67% | 98.67% |
15/05/2024 | 7.29% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 900,814 | 323,080 | 122,953 CHF | 46,537 CHF | 98.26% | 98.26% |
14/05/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 827,408 | 275,803 | 150,208 CHF | 52,827 CHF | 98.41% | 98.41% |
13/05/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 157,574 CHF | 55,025 CHF | 95.17% | 95.17% |
10/05/2024 | 4.50% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 163,063 CHF | 56,855 CHF | 98.89% | 98.89% |
08/05/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 602,713 | 200,904 | 192,572 CHF | 66,200 CHF | 99.07% | 99.07% |
07/05/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,667 CHF | 68,889 CHF | 98.84% | 98.84% |