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 | 5.02% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 611,316 | 203,772 | 118,687 CHF | 41,600 CHF | 98.39% | 98.39% |
21/05/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 600,000 | 200,000 | 663,450 | 221,150 | 131,047 CHF | 45,894 CHF | 98.77% | 98.77% |
17/05/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 605,277 | 201,759 | 140,215 CHF | 48,756 CHF | 97.69% | 97.69% |
16/05/2024 | 3.45% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 171,272 CHF | 59,091 CHF | 98.70% | 98.70% |
15/05/2024 | 3.36% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,181 CHF | 61,394 CHF | 98.25% | 98.25% |
14/05/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 641,862 | 213,954 | 163,764 CHF | 56,728 CHF | 98.39% | 98.39% |
13/05/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 170,666 CHF | 59,389 CHF | 94.24% | 94.24% |
10/05/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,296 CHF | 59,599 CHF | 98.76% | 98.76% |
08/05/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 129,958 CHF | 46,319 CHF | 99.09% | 99.09% |
07/05/2024 | 7.08% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,249 | 300,249 | 122,875 CHF | 43,981 CHF | 98.85% | 98.85% |