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 | 2.79% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 264,751 CHF | 90,750 CHF | 98.67% | 98.67% |
15/05/2024 | 2.75% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 770,673 | 256,891 | 276,978 CHF | 94,895 CHF | 98.60% | 98.60% |
14/05/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 899,719 | 299,906 | 296,764 CHF | 101,920 CHF | 98.41% | 98.41% |
13/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 280,073 CHF | 96,358 CHF | 93.95% | 93.95% |
10/05/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 283,375 CHF | 97,458 CHF | 98.89% | 98.89% |
08/05/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 997,874 | 397,874 | 231,873 CHF | 96,419 CHF | 99.07% | 99.07% |
07/05/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 222,949 CHF | 93,180 CHF | 98.82% | 98.82% |
06/05/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 205,001 CHF | 86,000 CHF | 99.06% | 99.06% |
03/05/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 209,786 CHF | 87,914 CHF | 99.03% | 99.03% |
02/05/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 206,082 CHF | 86,433 CHF | 97.78% | 97.78% |