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 | 6.89% | 0.17 CHF | 0.18 CHF | 172,950 | 50,000 | 169,776 | 50,000 | 30,106 CHF | 9,503 CHF | 92.92% | 92.92% |
15/05/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 166,530 | 50,000 | 158,232 | 49,735 | 36,610 CHF | 12,073 CHF | 86.23% | 86.23% |
14/05/2024 | 5.18% | 0.21 CHF | 0.22 CHF | 160,564 | 50,000 | 154,272 | 48,550 | 32,295 CHF | 10,669 CHF | 92.40% | 92.40% |
13/05/2024 | 9.54% | 0.20 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,412 CHF | 5,954 CHF | 80.31% | 80.31% |
10/05/2024 | 12.08% | 0.16 CHF | 0.18 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 6,365 CHF | 7,182 CHF | 98.15% | 98.15% |
08/05/2024 | 18.70% | 0.10 CHF | 0.12 CHF | 25,000 | 25,000 | 28,371 | 25,499 | 3,145 CHF | 3,216 CHF | 94.90% | 94.90% |
07/05/2024 | 5.03% | 0.22 CHF | 0.23 CHF | 181,279 | 75,000 | 190,555 | 75,000 | 39,383 CHF | 16,344 CHF | 95.61% | 95.61% |
06/05/2024 | 5.21% | 0.17 CHF | 0.19 CHF | 210,474 | 50,000 | 194,700 | 50,000 | 38,480 CHF | 10,422 CHF | 93.80% | 93.80% |
03/05/2024 | 4.79% | 0.22 CHF | 0.23 CHF | 189,571 | 75,000 | 192,858 | 75,000 | 39,445 CHF | 16,143 CHF | 94.35% | 94.35% |
02/05/2024 | 9.08% | 0.13 CHF | 0.14 CHF | 253,426 | 75,000 | 281,806 | 75,000 | 29,821 CHF | 8,771 CHF | 75.30% | 75.30% |