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 | 3.72% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 758,401 | 252,800 | 200,214 CHF | 69,266 CHF | 98.72% | 98.72% |
15/05/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 827,691 | 275,897 | 226,900 CHF | 78,392 CHF | 98.20% | 98.20% |
14/05/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 222,228 CHF | 77,076 CHF | 98.72% | 98.72% |
13/05/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 204,760 CHF | 71,253 CHF | 95.17% | 95.17% |
10/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 206,617 CHF | 71,872 CHF | 98.78% | 98.78% |
08/05/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 158,174 CHF | 67,270 CHF | 99.07% | 99.07% |
07/05/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 151,038 CHF | 64,415 CHF | 98.84% | 98.84% |
06/05/2024 | 7.09% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 136,160 CHF | 58,464 CHF | 99.07% | 99.07% |
03/05/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 140,281 CHF | 60,112 CHF | 99.04% | 99.04% |
02/05/2024 | 6.97% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,251 | 138,560 CHF | 59,879 CHF | 98.88% | 98.88% |