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 | 4.36% | 0.45 CHF | 0.47 CHF | 67,746 | 50,000 | 67,884 | 50,000 | 31,108 CHF | 23,938 CHF | 57.11% | 57.11% |
15/05/2024 | 5.30% | 0.42 CHF | 0.44 CHF | 70,415 | 50,000 | 71,908 | 50,000 | 27,881 CHF | 20,473 CHF | 90.41% | 90.41% |
14/05/2024 | 5.62% | 0.37 CHF | 0.39 CHF | 72,709 | 50,000 | 73,249 | 49,361 | 25,978 CHF | 18,523 CHF | 99.99% | 99.99% |
13/05/2024 | 6.67% | 0.32 CHF | 0.34 CHF | 78,969 | 50,000 | 81,727 | 50,000 | 24,225 CHF | 15,857 CHF | 99.38% | 99.38% |
10/05/2024 | 6.34% | 0.33 CHF | 0.35 CHF | 79,599 | 50,000 | 79,672 | 50,000 | 25,356 CHF | 16,958 CHF | 100.00% | 100.00% |
08/05/2024 | 5.78% | 0.33 CHF | 0.35 CHF | 78,569 | 50,000 | 78,075 | 50,000 | 27,137 CHF | 18,436 CHF | 96.60% | 96.60% |
07/05/2024 | 5.76% | 0.32 CHF | 0.34 CHF | 80,883 | 50,000 | 79,753 | 50,000 | 27,274 CHF | 18,114 CHF | 89.40% | 89.40% |
06/05/2024 | 5.39% | 0.36 CHF | 0.38 CHF | 77,803 | 50,000 | 75,887 | 50,000 | 28,488 CHF | 19,831 CHF | 100.00% | 100.00% |
03/05/2024 | 4.73% | 0.38 CHF | 0.40 CHF | 75,597 | 50,000 | 72,703 | 50,000 | 30,899 CHF | 22,289 CHF | 98.64% | 98.64% |
02/05/2024 | 4.73% | 0.43 CHF | 0.45 CHF | 72,818 | 50,000 | 73,103 | 50,000 | 30,827 CHF | 22,108 CHF | 99.13% | 99.13% |