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 | 7.73% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 145,768 | 84,234 | 42,314 CHF | 25,493 CHF | 99.00% | 99.00% |
15/05/2024 | 10.69% | 0.25 CHF | 0.32 CHF | 20,000 | 20,000 | 127,533 | 73,261 | 35,297 CHF | 21,322 CHF | 97.92% | 97.92% |
14/05/2024 | 4.12% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 195,298 | 98,953 | 50,202 CHF | 26,452 CHF | 97.88% | 97.88% |
13/05/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 188,186 | 98,506 | 50,505 CHF | 27,464 CHF | 99.99% | 99.99% |
10/05/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 189,468 | 100,000 | 51,203 CHF | 28,047 CHF | 97.00% | 97.00% |
08/05/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 200,000 | 100,000 | 51,138 CHF | 26,569 CHF | 99.99% | 99.99% |
07/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 187,282 | 100,000 | 51,023 CHF | 28,273 CHF | 99.94% | 99.94% |
06/05/2024 | 5.28% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 160,982 | 92,150 | 47,298 CHF | 28,106 CHF | 99.99% | 99.99% |
03/05/2024 | 6.73% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 154,101 | 86,499 | 43,277 CHF | 25,404 CHF | 96.51% | 96.51% |
02/05/2024 | 6.10% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 206,505 | 94,455 | 47,331 CHF | 22,664 CHF | 99.47% | 99.47% |