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 | 5.66% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 171,936 CHF | 72,774 CHF | 97.99% | 97.99% |
15/05/2024 | 3.38% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 784,299 | 261,433 | 229,200 CHF | 79,014 CHF | 97.47% | 97.47% |
14/05/2024 | 2.59% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 609,903 | 203,301 | 232,748 CHF | 79,616 CHF | 97.24% | 97.24% |
13/05/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 638,150 | 212,717 | 234,978 CHF | 80,453 CHF | 99.04% | 99.04% |
10/05/2024 | 2.43% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,950 | 200,317 | 244,616 CHF | 83,542 CHF | 99.59% | 99.59% |
08/05/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 303,098 CHF | 103,033 CHF | 99.57% | 99.57% |
07/05/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,867 CHF | 105,956 CHF | 99.59% | 99.59% |
06/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 502,713 | 167,571 | 309,832 CHF | 104,953 CHF | 99.56% | 99.56% |
03/05/2024 | 1.18% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 381,746 CHF | 128,749 CHF | 99.35% | 99.35% |
02/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 448,417 | 149,472 | 501,521 CHF | 168,668 CHF | 99.56% | 99.56% |