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 | 5.79% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 102,353 CHF | 36,118 CHF | 98.72% | 98.72% |
15/05/2024 | 4.25% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 142,049 CHF | 49,350 CHF | 98.70% | 98.70% |
14/05/2024 | 5.59% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 105,784 CHF | 37,262 CHF | 97.95% | 98.80% |
13/05/2024 | 4.85% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 120,848 CHF | 42,283 CHF | 93.49% | 93.49% |
10/05/2024 | 5.09% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 115,395 CHF | 40,465 CHF | 98.80% | 98.80% |
08/05/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 137,569 CHF | 47,856 CHF | 98.72% | 98.72% |
07/05/2024 | 5.02% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 117,349 CHF | 41,116 CHF | 98.72% | 98.72% |
06/05/2024 | 6.11% | 0.14 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,792 CHF | 33,931 CHF | 98.78% | 98.78% |
03/05/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 120,584 CHF | 42,195 CHF | 98.74% | 98.74% |
02/05/2024 | 4.50% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,824 CHF | 45,608 CHF | 98.75% | 98.75% |