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 | 7.87% | 0.14 CHF | 0.15 CHF | 154,863 | 50,000 | 146,294 | 50,000 | 21,594 CHF | 8,016 CHF | 99.25% | 99.25% |
15/05/2024 | 7.82% | 0.18 CHF | 0.20 CHF | 130,128 | 50,000 | 135,630 | 49,447 | 23,419 CHF | 9,257 CHF | 98.90% | 98.90% |
14/05/2024 | 6.35% | 0.20 CHF | 0.21 CHF | 128,351 | 50,000 | 127,218 | 50,000 | 25,494 CHF | 10,693 CHF | 99.97% | 99.97% |
13/05/2024 | 8.03% | 0.16 CHF | 0.17 CHF | 148,550 | 50,000 | 157,418 | 50,000 | 22,329 CHF | 7,690 CHF | 100.00% | 100.00% |
10/05/2024 | 9.54% | 0.13 CHF | 0.14 CHF | 167,267 | 50,000 | 175,549 | 50,000 | 21,543 CHF | 6,764 CHF | 99.99% | 99.99% |
08/05/2024 | 9.69% | 0.11 CHF | 0.13 CHF | 184,726 | 50,000 | 165,182 | 50,000 | 22,987 CHF | 7,741 CHF | 98.85% | 98.85% |
07/05/2024 | 8.51% | 0.17 CHF | 0.19 CHF | 144,120 | 50,000 | 154,735 | 50,000 | 24,238 CHF | 8,537 CHF | 97.06% | 97.06% |
06/05/2024 | 8.23% | 0.14 CHF | 0.15 CHF | 171,114 | 50,000 | 158,813 | 50,000 | 24,642 CHF | 8,443 CHF | 99.99% | 99.99% |
03/05/2024 | 6.86% | 0.15 CHF | 0.17 CHF | 159,159 | 50,000 | 146,734 | 50,000 | 26,955 CHF | 9,873 CHF | 97.93% | 97.93% |
02/05/2024 | 5.64% | 0.19 CHF | 0.20 CHF | 144,994 | 50,000 | 139,988 | 50,000 | 28,635 CHF | 10,832 CHF | 99.35% | 99.35% |