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 | 5.73% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 110,827 | 84,234 | 42,938 CHF | 33,700 CHF | 99.00% | 99.00% |
15/05/2024 | 8.00% | 0.35 CHF | 0.42 CHF | 20,000 | 20,000 | 99,790 | 73,193 | 36,358 CHF | 27,761 CHF | 98.05% | 98.05% |
14/05/2024 | 3.09% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 146,614 | 98,952 | 50,537 CHF | 35,129 CHF | 97.85% | 97.85% |
13/05/2024 | 3.08% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 142,226 | 98,506 | 50,692 CHF | 36,133 CHF | 99.99% | 99.99% |
10/05/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,489 | 100,000 | 51,068 CHF | 36,856 CHF | 95.51% | 95.51% |
08/05/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 150,028 | 100,000 | 51,486 CHF | 35,318 CHF | 99.99% | 99.99% |
07/05/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 142,839 | 100,000 | 51,417 CHF | 37,016 CHF | 99.93% | 99.93% |
06/05/2024 | 4.08% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 125,509 | 92,150 | 48,018 CHF | 36,296 CHF | 99.99% | 99.99% |
03/05/2024 | 5.30% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 117,916 | 85,920 | 43,560 CHF | 32,836 CHF | 97.38% | 97.38% |
02/05/2024 | 4.42% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 153,124 | 94,454 | 48,604 CHF | 31,004 CHF | 99.45% | 99.45% |