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 | 3.67% | 0.32 CHF | 0.33 CHF | 105,969 | 50,000 | 103,422 | 50,000 | 34,322 CHF | 17,237 CHF | 99.25% | 99.25% |
15/05/2024 | 4.68% | 0.38 CHF | 0.40 CHF | 98,080 | 50,000 | 100,050 | 49,446 | 36,500 CHF | 18,933 CHF | 98.75% | 98.75% |
14/05/2024 | 5.35% | 0.40 CHF | 0.42 CHF | 97,616 | 50,000 | 97,582 | 50,000 | 38,992 CHF | 21,089 CHF | 100.00% | 100.00% |
13/05/2024 | 3.65% | 0.34 CHF | 0.36 CHF | 104,831 | 50,000 | 108,689 | 50,000 | 34,512 CHF | 16,473 CHF | 100.00% | 100.00% |
10/05/2024 | 4.82% | 0.29 CHF | 0.31 CHF | 112,573 | 50,000 | 116,008 | 50,000 | 32,959 CHF | 14,920 CHF | 100.00% | 100.00% |
08/05/2024 | 4.45% | 0.27 CHF | 0.28 CHF | 119,819 | 50,000 | 113,656 | 50,000 | 34,674 CHF | 15,993 CHF | 95.09% | 95.09% |
07/05/2024 | 4.07% | 0.35 CHF | 0.37 CHF | 105,808 | 50,000 | 109,510 | 50,000 | 36,169 CHF | 17,207 CHF | 97.06% | 97.06% |
06/05/2024 | 4.06% | 0.30 CHF | 0.31 CHF | 114,974 | 50,000 | 111,588 | 50,000 | 36,319 CHF | 16,960 CHF | 100.00% | 100.00% |
03/05/2024 | 3.49% | 0.32 CHF | 0.34 CHF | 113,424 | 50,000 | 108,007 | 50,000 | 39,141 CHF | 18,792 CHF | 97.93% | 97.93% |
02/05/2024 | 3.34% | 0.37 CHF | 0.38 CHF | 108,142 | 50,000 | 106,039 | 50,000 | 41,123 CHF | 20,058 CHF | 99.35% | 99.35% |