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 | 1.07% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 209,662 CHF | 70,637 CHF | 99.21% | 99.21% |
15/05/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 184,033 CHF | 62,094 CHF | 98.85% | 98.85% |
14/05/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 175,742 CHF | 59,331 CHF | 98.99% | 98.99% |
13/05/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,980 CHF | 65,410 CHF | 94.44% | 94.44% |
10/05/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 203,912 CHF | 68,721 CHF | 98.10% | 98.10% |
08/05/2024 | 1.78% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 167,710 CHF | 56,904 CHF | 96.90% | 96.90% |
07/05/2024 | 2.65% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 398,674 | 132,891 | 147,208 CHF | 50,398 CHF | 96.77% | 96.77% |
06/05/2024 | 3.17% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 140,571 CHF | 48,357 CHF | 99.04% | 99.04% |
03/05/2024 | 3.44% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 129,203 CHF | 44,568 CHF | 98.71% | 98.71% |
02/05/2024 | 2.74% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 162,280 CHF | 55,593 CHF | 99.17% | 99.17% |