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 | 3.43% | 0.28 CHF | 0.29 CHF | 181,950 | 50,000 | 177,359 | 50,000 | 50,883 CHF | 14,858 CHF | 98.29% | 98.29% |
15/05/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 149,016 | 49,489 | 51,719 CHF | 17,684 CHF | 98.93% | 98.93% |
14/05/2024 | 2.61% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 130,615 | 49,363 | 50,710 CHF | 19,697 CHF | 99.99% | 99.99% |
13/05/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 128,354 | 50,000 | 51,736 CHF | 20,665 CHF | 100.00% | 100.00% |
10/05/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 121,161 | 50,000 | 51,091 CHF | 21,590 CHF | 100.00% | 100.00% |
08/05/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,735 | 50,000 | 52,711 CHF | 23,921 CHF | 100.00% | 100.00% |
07/05/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,646 CHF | 26,323 CHF | 96.44% | 96.44% |
06/05/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,110 | 49,876 | 52,415 CHF | 26,904 CHF | 100.00% | 100.00% |
03/05/2024 | 3.41% | 0.55 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,445 CHF | 14,945 CHF | 98.64% | 98.64% |
02/05/2024 | 3.25% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,158 CHF | 15,658 CHF | 99.13% | 99.13% |