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 | 5.07% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 99,298 | 84,234 | 43,311 CHF | 37,819 CHF | 99.00% | 99.00% |
15/05/2024 | 7.08% | 0.40 CHF | 0.47 CHF | 20,000 | 20,000 | 90,612 | 73,193 | 37,335 CHF | 31,277 CHF | 98.05% | 98.05% |
14/05/2024 | 2.71% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 128,857 | 98,953 | 50,761 CHF | 39,987 CHF | 97.87% | 97.87% |
13/05/2024 | 2.71% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 127,142 | 98,506 | 51,531 CHF | 40,938 CHF | 99.99% | 99.99% |
10/05/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 129,429 | 100,000 | 52,658 CHF | 41,691 CHF | 90.99% | 90.99% |
08/05/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 130,115 | 100,000 | 51,009 CHF | 40,204 CHF | 99.99% | 99.99% |
07/05/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 127,790 | 100,000 | 52,238 CHF | 41,897 CHF | 99.96% | 99.96% |
06/05/2024 | 3.62% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 110,187 | 92,150 | 47,541 CHF | 40,790 CHF | 99.99% | 99.99% |
03/05/2024 | 4.71% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 106,384 | 85,886 | 44,482 CHF | 37,017 CHF | 97.42% | 97.42% |
02/05/2024 | 3.20% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 136,426 | 97,516 | 50,002 CHF | 36,749 CHF | 95.54% | 95.54% |