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 | 2.06% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 288,691 CHF | 98,230 CHF | 97.10% | 97.10% |
15/05/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,827 CHF | 91,609 CHF | 99.05% | 99.05% |
14/05/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,562 CHF | 94,521 CHF | 96.96% | 96.96% |
13/05/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 271,393 CHF | 92,464 CHF | 93.12% | 93.12% |
10/05/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 284,981 CHF | 96,994 CHF | 97.68% | 97.68% |
08/05/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,426 | 200,142 | 243,533 CHF | 83,179 CHF | 96.51% | 96.51% |
07/05/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 725,183 | 241,728 | 273,885 CHF | 93,712 CHF | 96.95% | 96.95% |
06/05/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,148 CHF | 88,883 CHF | 90.69% | 90.69% |
03/05/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 249,635 CHF | 85,712 CHF | 95.20% | 95.20% |
02/05/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 249,051 CHF | 85,517 CHF | 98.09% | 98.09% |