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 | 4.26% | 0.23 CHF | 0.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 172,406 CHF | 23,988 CHF | 92.96% | 92.96% |
15/05/2024 | 3.91% | 0.23 CHF | 0.24 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 188,606 CHF | 26,148 CHF | 97.16% | 97.16% |
14/05/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 201,294 CHF | 27,839 CHF | 93.77% | 93.77% |
13/05/2024 | 3.40% | 0.28 CHF | 0.30 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 216,750 CHF | 29,900 CHF | 92.11% | 92.11% |
10/05/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 235,460 CHF | 32,395 CHF | 95.33% | 95.33% |
08/05/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 245,737 CHF | 33,765 CHF | 98.58% | 98.58% |
07/05/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 355,182 CHF | 48,358 CHF | 99.24% | 99.24% |
06/05/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 362,585 CHF | 49,345 CHF | 95.70% | 95.70% |
03/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 374,532 CHF | 50,938 CHF | 99.09% | 99.09% |
02/05/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 395,430 CHF | 53,724 CHF | 99.09% | 99.09% |