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 | 13.82% | 0.05 CHF | 0.07 CHF | 181,852 | 50,000 | 182,118 | 50,000 | 12,399 CHF | 3,904 CHF | 65.34% | 99.30% |
15/05/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 184,593 | 50,000 | 184,654 | 49,489 | 22,474 CHF | 6,525 CHF | 98.93% | 98.93% |
14/05/2024 | 6.20% | 0.13 CHF | 0.14 CHF | 185,149 | 50,000 | 182,577 | 49,362 | 29,840 CHF | 8,556 CHF | 99.99% | 99.99% |
13/05/2024 | 5.45% | 0.17 CHF | 0.18 CHF | 186,734 | 50,000 | 187,084 | 50,000 | 33,533 CHF | 9,461 CHF | 100.00% | 100.00% |
10/05/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 187,934 | 50,000 | 187,882 | 50,000 | 37,137 CHF | 10,383 CHF | 100.00% | 100.00% |
08/05/2024 | 4.06% | 0.22 CHF | 0.23 CHF | 189,168 | 50,000 | 189,343 | 50,000 | 45,927 CHF | 12,632 CHF | 100.00% | 100.00% |
07/05/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 177,781 | 50,000 | 51,560 CHF | 15,010 CHF | 96.76% | 96.76% |
06/05/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 170,375 | 49,876 | 51,343 CHF | 15,594 CHF | 100.00% | 100.00% |
03/05/2024 | 4.93% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,851 CHF | 9,297 CHF | 98.63% | 98.63% |
02/05/2024 | 5.11% | 0.41 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,544 CHF | 10,044 CHF | 97.69% | 97.69% |