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 | 4.46% | 0.21 CHF | 0.22 CHF | 181,750 | 50,000 | 181,944 | 50,000 | 39,979 CHF | 11,486 CHF | 99.30% | 99.30% |
15/05/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 180,095 | 49,489 | 50,451 CHF | 14,370 CHF | 98.93% | 98.93% |
14/05/2024 | 3.14% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 157,604 | 49,362 | 50,760 CHF | 16,454 CHF | 99.99% | 99.99% |
13/05/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 153,308 | 50,000 | 51,950 CHF | 17,461 CHF | 100.00% | 100.00% |
10/05/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 143,293 | 50,000 | 51,223 CHF | 18,383 CHF | 100.00% | 100.00% |
08/05/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 128,608 | 50,000 | 51,642 CHF | 20,632 CHF | 100.00% | 100.00% |
07/05/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 117,470 | 50,000 | 52,859 CHF | 23,010 CHF | 96.76% | 96.76% |
06/05/2024 | 2.14% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 112,924 | 49,876 | 52,148 CHF | 23,574 CHF | 100.00% | 100.00% |
03/05/2024 | 3.82% | 0.48 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,851 CHF | 13,351 CHF | 98.64% | 98.64% |
02/05/2024 | 3.63% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,544 CHF | 14,044 CHF | 97.69% | 97.69% |