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 | 7.59% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 142,928 | 84,234 | 42,157 CHF | 25,883 CHF | 99.00% | 99.00% |
15/05/2024 | 10.63% | 0.26 CHF | 0.33 CHF | 20,000 | 20,000 | 131,885 | 73,193 | 35,684 CHF | 20,879 CHF | 98.05% | 98.05% |
14/05/2024 | 4.20% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 198,075 | 98,953 | 49,938 CHF | 25,961 CHF | 97.88% | 97.88% |
13/05/2024 | 4.16% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 192,255 | 98,506 | 50,647 CHF | 26,970 CHF | 99.99% | 99.99% |
10/05/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 195,015 | 100,000 | 51,552 CHF | 27,449 CHF | 91.05% | 91.05% |
08/05/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 200,781 | 100,000 | 50,144 CHF | 25,978 CHF | 99.99% | 99.99% |
07/05/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 193,106 | 100,000 | 51,427 CHF | 27,656 CHF | 99.97% | 99.97% |
06/05/2024 | 5.37% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 162,887 | 92,150 | 47,035 CHF | 27,635 CHF | 99.99% | 99.99% |
03/05/2024 | 6.81% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 158,122 | 86,583 | 43,628 CHF | 24,999 CHF | 96.40% | 96.40% |
02/05/2024 | 6.26% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 212,189 | 94,454 | 47,340 CHF | 22,088 CHF | 99.45% | 99.45% |