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 | 6.56% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 125,216 | 84,234 | 42,655 CHF | 29,754 CHF | 99.00% | 99.00% |
15/05/2024 | 9.16% | 0.30 CHF | 0.37 CHF | 20,000 | 20,000 | 113,780 | 73,194 | 36,137 CHF | 24,327 CHF | 98.05% | 98.05% |
14/05/2024 | 3.57% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 172,291 | 98,953 | 51,324 CHF | 30,499 CHF | 97.88% | 97.88% |
13/05/2024 | 3.55% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 165,202 | 98,506 | 51,069 CHF | 31,467 CHF | 99.99% | 99.99% |
10/05/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 167,185 | 100,000 | 51,972 CHF | 32,102 CHF | 96.98% | 96.98% |
08/05/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 173,542 | 100,000 | 51,425 CHF | 30,646 CHF | 99.99% | 99.99% |
07/05/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 165,444 | 100,000 | 51,806 CHF | 32,332 CHF | 99.92% | 99.92% |
06/05/2024 | 4.66% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 142,670 | 92,150 | 47,671 CHF | 31,828 CHF | 99.99% | 99.99% |
03/05/2024 | 5.81% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 137,478 | 86,949 | 44,210 CHF | 29,076 CHF | 95.86% | 95.86% |
02/05/2024 | 5.19% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 177,813 | 94,455 | 48,002 CHF | 26,521 CHF | 99.47% | 99.47% |