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 | 9.10% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 167,700 | 84,234 | 41,375 CHF | 21,815 CHF | 99.00% | 99.00% |
15/05/2024 | 12.81% | 0.21 CHF | 0.28 CHF | 20,000 | 20,000 | 157,179 | 73,193 | 35,000 CHF | 17,363 CHF | 98.05% | 98.05% |
14/05/2024 | 5.18% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 243,332 | 98,953 | 49,570 CHF | 21,184 CHF | 97.88% | 97.88% |
13/05/2024 | 5.06% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 230,567 | 98,506 | 49,616 CHF | 22,215 CHF | 99.99% | 99.99% |
10/05/2024 | 4.51% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 233,306 | 100,000 | 50,520 CHF | 22,669 CHF | 91.00% | 91.00% |
08/05/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 248,264 | 100,000 | 50,097 CHF | 21,187 CHF | 99.99% | 99.99% |
07/05/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 230,000 | 100,000 | 231,213 | 100,000 | 50,532 CHF | 22,879 CHF | 99.96% | 99.96% |
06/05/2024 | 6.40% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 189,929 | 92,150 | 45,816 CHF | 23,254 CHF | 99.99% | 99.99% |
03/05/2024 | 8.33% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 186,948 | 85,985 | 42,545 CHF | 20,687 CHF | 97.28% | 97.28% |
02/05/2024 | 7.91% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 269,995 | 94,455 | 47,389 CHF | 17,597 CHF | 99.47% | 99.47% |