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 | 3.25% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 227,043 CHF | 78,181 CHF | 97.11% | 97.11% |
15/05/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 209,601 CHF | 72,367 CHF | 99.07% | 99.07% |
14/05/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,656 CHF | 75,386 CHF | 96.94% | 96.94% |
13/05/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 213,034 CHF | 73,511 CHF | 92.80% | 92.80% |
10/05/2024 | 3.28% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,366 CHF | 77,622 CHF | 98.74% | 98.74% |
08/05/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 224,625 CHF | 77,875 CHF | 96.73% | 96.73% |
07/05/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 207,545 CHF | 72,182 CHF | 97.00% | 97.00% |
06/05/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 185,438 CHF | 64,813 CHF | 90.38% | 90.38% |
03/05/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 950,973 | 350,973 | 187,880 CHF | 72,695 CHF | 95.19% | 95.19% |
02/05/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 983,491 | 383,491 | 194,390 CHF | 79,597 CHF | 98.09% | 98.09% |