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 | 2.10% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 353,267 CHF | 120,256 CHF | 98.66% | 98.66% |
15/05/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 750,000 | 250,000 | 727,559 | 242,520 | 346,679 CHF | 117,985 CHF | 98.61% | 98.61% |
14/05/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 330,925 CHF | 112,808 CHF | 98.69% | 98.69% |
13/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 312,952 CHF | 106,817 CHF | 95.16% | 95.16% |
10/05/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 749,807 | 250,000 | 310,390 CHF | 105,989 CHF | 98.94% | 98.94% |
08/05/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 900,000 | 300,000 | 884,559 | 294,853 | 283,454 CHF | 97,433 CHF | 99.07% | 99.07% |
07/05/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 279,271 CHF | 96,090 CHF | 97.77% | 97.77% |
06/05/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 257,971 CHF | 88,990 CHF | 97.92% | 97.92% |
03/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 899,780 | 300,000 | 262,461 CHF | 90,508 CHF | 99.09% | 99.09% |
02/05/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 259,310 CHF | 89,437 CHF | 97.75% | 97.75% |