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 | 2.56% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,748 | 200,249 | 231,566 CHF | 79,191 CHF | 97.12% | 97.12% |
15/05/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 702,842 | 234,281 | 250,179 CHF | 85,736 CHF | 99.06% | 99.06% |
14/05/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 674,939 | 224,980 | 249,397 CHF | 85,382 CHF | 96.94% | 96.94% |
13/05/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 735,044 | 245,015 | 265,784 CHF | 91,045 CHF | 92.32% | 92.32% |
10/05/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 601,207 | 200,402 | 229,596 CHF | 78,536 CHF | 98.75% | 98.75% |
08/05/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 240,115 CHF | 82,538 CHF | 96.48% | 96.48% |
07/05/2024 | 3.31% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,231 CHF | 76,910 CHF | 97.00% | 97.00% |
06/05/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 202,924 CHF | 70,141 CHF | 90.40% | 90.40% |
03/05/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 867,433 | 289,145 | 223,652 CHF | 77,442 CHF | 94.33% | 94.33% |
02/05/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 232,313 CHF | 80,438 CHF | 97.75% | 97.75% |