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 | 3.76% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 881,464 | 296,430 | 231,316 CHF | 80,618 CHF | 97.94% | 97.94% |
15/05/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 250,748 CHF | 86,583 CHF | 99.42% | 99.42% |
14/05/2024 | 3.60% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 246,910 CHF | 85,304 CHF | 99.56% | 99.56% |
13/05/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 250,894 CHF | 86,631 CHF | 99.03% | 99.03% |
10/05/2024 | 3.37% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 263,133 CHF | 90,711 CHF | 99.05% | 99.05% |
08/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 280,302 CHF | 96,434 CHF | 99.49% | 99.49% |
07/05/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 262,626 CHF | 90,542 CHF | 99.54% | 99.54% |
06/05/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 990,268 | 390,268 | 250,122 CHF | 102,424 CHF | 98.87% | 98.87% |
03/05/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 955,160 | 355,160 | 264,850 CHF | 101,979 CHF | 98.02% | 98.02% |
02/05/2024 | 2.86% | 0.32 CHF | 0.33 CHF | 900,000 | 300,000 | 903,630 | 303,630 | 311,664 CHF | 107,690 CHF | 99.51% | 99.51% |