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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 173,301 CHF | 60,267 CHF | 95.45% | 95.45% |
22/05/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,213 CHF | 64,571 CHF | 98.41% | 98.41% |
21/05/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 203,239 CHF | 70,246 CHF | 96.63% | 96.63% |
17/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 607,068 | 202,356 | 201,131 CHF | 69,067 CHF | 98.50% | 98.50% |
16/05/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 603,257 | 201,086 | 203,236 CHF | 69,756 CHF | 98.91% | 98.91% |
15/05/2024 | 2.56% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 231,755 CHF | 79,252 CHF | 99.18% | 99.18% |
14/05/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,969 CHF | 75,323 CHF | 98.42% | 98.42% |
13/05/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 715,535 | 238,512 | 231,151 CHF | 79,435 CHF | 95.20% | 95.20% |
10/05/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 692,262 | 230,754 | 229,195 CHF | 78,706 CHF | 98.91% | 98.91% |
08/05/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 189,284 CHF | 64,595 CHF | 98.93% | 98.93% |