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 | 1.82% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 244,412 CHF | 82,971 CHF | 99.36% | 99.36% |
15/05/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 453,872 | 151,291 | 233,536 CHF | 79,358 CHF | 99.38% | 99.38% |
14/05/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 599,961 | 199,987 | 274,020 CHF | 93,340 CHF | 99.36% | 99.36% |
13/05/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 599,578 | 199,859 | 259,379 CHF | 88,458 CHF | 98.80% | 98.80% |
10/05/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 604,460 | 201,487 | 198,920 CHF | 68,321 CHF | 99.36% | 99.36% |
08/05/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 749,098 | 249,699 | 168,935 CHF | 58,809 CHF | 99.37% | 99.37% |
07/05/2024 | 5.77% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 891,667 | 297,222 | 150,421 CHF | 53,113 CHF | 98.16% | 98.16% |
06/05/2024 | 5.01% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 758,549 | 252,850 | 147,503 CHF | 51,696 CHF | 99.38% | 99.38% |
03/05/2024 | 5.00% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 760,775 | 253,592 | 148,301 CHF | 51,970 CHF | 99.35% | 99.35% |
02/05/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 863,809 | 287,936 | 159,865 CHF | 56,168 CHF | 99.35% | 99.35% |