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 | 1.35% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 331,377 CHF | 111,959 CHF | 99.36% | 99.36% |
15/05/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,235 CHF | 106,245 CHF | 99.38% | 99.38% |
14/05/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,267 CHF | 95,589 CHF | 99.37% | 99.37% |
13/05/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 270,183 CHF | 91,561 CHF | 98.80% | 98.80% |
10/05/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 213,051 CHF | 72,517 CHF | 99.37% | 99.37% |
08/05/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 596,188 | 198,729 | 198,820 CHF | 68,261 CHF | 99.37% | 99.37% |
07/05/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,891 CHF | 54,297 CHF | 98.15% | 98.15% |
06/05/2024 | 3.32% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,603 CHF | 61,201 CHF | 99.38% | 99.38% |
03/05/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 177,853 CHF | 61,284 CHF | 99.35% | 99.35% |
02/05/2024 | 3.50% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 168,528 CHF | 58,176 CHF | 99.35% | 99.35% |