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 | 4.18% | 0.54 CHF | 0.56 CHF | 92,059 | 50,000 | 90,749 | 50,000 | 50,499 CHF | 29,021 CHF | 87.74% | 87.74% |
15/05/2024 | 3.73% | 0.61 CHF | 0.63 CHF | 88,625 | 50,000 | 89,051 | 49,411 | 52,776 CHF | 30,413 CHF | 92.92% | 92.92% |
14/05/2024 | 3.64% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 82,805 | 50,000 | 52,022 CHF | 32,616 CHF | 52.71% | 52.71% |
13/05/2024 | 4.05% | 0.56 CHF | 0.58 CHF | 92,567 | 50,000 | 93,647 | 50,000 | 50,116 CHF | 27,864 CHF | 91.43% | 91.43% |
10/05/2024 | 4.56% | 0.51 CHF | 0.53 CHF | 95,380 | 50,000 | 96,946 | 50,000 | 48,183 CHF | 26,016 CHF | 100.00% | 100.00% |
08/05/2024 | 4.36% | 0.48 CHF | 0.50 CHF | 99,205 | 50,000 | 96,042 | 50,000 | 49,566 CHF | 26,987 CHF | 75.94% | 75.94% |
07/05/2024 | 4.17% | 0.56 CHF | 0.58 CHF | 94,020 | 50,000 | 94,723 | 50,000 | 51,324 CHF | 28,248 CHF | 64.07% | 64.07% |
06/05/2024 | 4.18% | 0.51 CHF | 0.53 CHF | 96,810 | 50,000 | 94,819 | 50,000 | 51,029 CHF | 28,076 CHF | 82.14% | 82.14% |
03/05/2024 | 3.87% | 0.54 CHF | 0.56 CHF | 96,259 | 50,000 | 91,255 | 50,000 | 52,952 CHF | 30,187 CHF | 97.92% | 97.92% |
02/05/2024 | 3.65% | 0.58 CHF | 0.61 CHF | 90,000 | 50,000 | 87,784 | 50,000 | 53,444 CHF | 31,596 CHF | 95.09% | 95.09% |