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 | 10.94% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 199,420 | 84,234 | 41,182 CHF | 18,430 CHF | 99.00% | 99.00% |
15/05/2024 | 15.46% | 0.17 CHF | 0.24 CHF | 20,000 | 20,000 | 190,636 | 73,193 | 34,799 CHF | 14,412 CHF | 98.05% | 98.05% |
14/05/2024 | 6.42% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 308,500 | 98,953 | 50,414 CHF | 17,208 CHF | 97.88% | 97.88% |
13/05/2024 | 6.21% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 285,541 | 98,506 | 49,900 CHF | 18,239 CHF | 99.99% | 99.99% |
10/05/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 287,651 | 100,000 | 50,663 CHF | 18,635 CHF | 91.01% | 91.01% |
08/05/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 316,747 | 100,000 | 51,161 CHF | 17,163 CHF | 99.99% | 99.99% |
07/05/2024 | 5.46% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 284,821 | 100,000 | 50,778 CHF | 18,858 CHF | 99.96% | 99.96% |
06/05/2024 | 7.63% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 226,890 | 92,150 | 45,603 CHF | 19,544 CHF | 99.99% | 99.99% |
03/05/2024 | 10.00% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 226,457 | 85,896 | 42,377 CHF | 17,207 CHF | 97.36% | 97.36% |
02/05/2024 | 10.23% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 349,603 | 94,453 | 47,190 CHF | 13,770 CHF | 99.42% | 99.42% |