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 | 1.39% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,600 CHF | 108,367 CHF | 99.37% | 99.37% |
15/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,862 CHF | 103,454 CHF | 99.38% | 99.38% |
14/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,836 CHF | 93,445 CHF | 99.36% | 99.36% |
13/05/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 264,236 CHF | 89,579 CHF | 98.79% | 98.79% |
10/05/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 488,513 | 162,838 | 227,478 CHF | 77,454 CHF | 99.37% | 99.37% |
08/05/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,761 CHF | 70,254 CHF | 99.37% | 99.37% |
07/05/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 645,371 | 215,124 | 170,473 CHF | 58,976 CHF | 98.16% | 98.16% |
06/05/2024 | 3.32% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,814 CHF | 61,271 CHF | 99.38% | 99.38% |
03/05/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 178,549 CHF | 61,516 CHF | 99.34% | 99.34% |
02/05/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 617,182 | 205,728 | 174,479 CHF | 60,217 CHF | 99.36% | 99.36% |