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 | 4.59% | 0.21 CHF | 0.22 CHF | 240,000 | 30,000 | 239,566 | 30,000 | 51,018 CHF | 6,699 CHF | 99.11% | 99.11% |
15/05/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200,000 | 30,000 | 182,721 | 29,382 | 50,285 CHF | 8,396 CHF | 98.89% | 98.89% |
14/05/2024 | 4.29% | 0.26 CHF | 0.27 CHF | 200,000 | 30,000 | 215,364 | 29,700 | 50,780 CHF | 7,309 CHF | 99.10% | 99.10% |
13/05/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 230,000 | 30,000 | 221,186 | 30,000 | 51,420 CHF | 7,288 CHF | 99.56% | 99.56% |
10/05/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 220,000 | 30,000 | 205,609 | 29,179 | 49,745 CHF | 7,358 CHF | 98.19% | 98.19% |
08/05/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 200,000 | 30,000 | 192,194 | 30,000 | 51,348 CHF | 8,323 CHF | 98.50% | 98.50% |
07/05/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 190,000 | 30,000 | 197,661 | 30,000 | 51,271 CHF | 8,124 CHF | 95.44% | 95.44% |
06/05/2024 | 5.46% | 0.20 CHF | 0.21 CHF | 250,000 | 30,000 | 285,526 | 30,000 | 50,836 CHF | 5,691 CHF | 99.57% | 99.57% |
03/05/2024 | 6.45% | 0.14 CHF | 0.15 CHF | 350,000 | 30,000 | 338,475 | 30,000 | 50,743 CHF | 4,817 CHF | 89.17% | 89.17% |
02/05/2024 | 7.49% | 0.14 CHF | 0.15 CHF | 370,000 | 30,000 | 354,414 | 29,251 | 49,308 CHF | 4,383 CHF | 96.82% | 96.82% |