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 | 4.87% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 251,823 | 100,000 | 50,441 CHF | 21,064 CHF | 93.06% | 93.06% |
15/05/2024 | 4.14% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 213,325 | 99,180 | 50,458 CHF | 24,463 CHF | 91.32% | 91.32% |
14/05/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 212,572 | 100,000 | 50,391 CHF | 24,753 CHF | 95.48% | 95.48% |
13/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 227,567 | 100,000 | 50,593 CHF | 23,243 CHF | 95.44% | 95.44% |
10/05/2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 247,044 | 100,000 | 50,164 CHF | 21,319 CHF | 97.86% | 97.86% |
08/05/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 290,384 | 100,000 | 50,713 CHF | 18,484 CHF | 100.00% | 100.00% |
07/05/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 289,414 | 100,000 | 50,682 CHF | 18,529 CHF | 95.73% | 95.73% |
06/05/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 306,415 | 100,000 | 51,050 CHF | 17,679 CHF | 94.79% | 94.79% |
03/05/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 337,298 | 100,000 | 51,021 CHF | 16,135 CHF | 98.34% | 98.34% |
02/05/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 361,263 | 100,000 | 50,461 CHF | 14,978 CHF | 99.13% | 99.13% |