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 | 6.19% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 169,442 | 50,000 | 51,754 CHF | 16,265 CHF | 82.03% | 82.03% |
15/05/2024 | 7.57% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 200,332 | 49,347 | 51,152 CHF | 13,598 CHF | 60.62% | 60.62% |
14/05/2024 | 8.94% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 225,649 | 49,080 | 48,628 CHF | 11,616 CHF | 46.59% | 46.59% |
13/05/2024 | 9.04% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 239,353 | 50,000 | 50,351 CHF | 11,524 CHF | 74.51% | 74.51% |
10/05/2024 | 9.37% | 0.20 CHF | 0.22 CHF | 250,000 | 50,000 | 249,626 | 50,000 | 49,949 CHF | 10,994 CHF | 72.66% | 72.66% |
08/05/2024 | 5.94% | 0.19 CHF | 0.20 CHF | 271,531 | 50,000 | 287,879 | 50,000 | 47,887 CHF | 8,843 CHF | 54.73% | 54.73% |
07/05/2024 | 6.83% | 0.14 CHF | 0.15 CHF | 311,981 | 50,000 | 312,150 | 50,000 | 44,159 CHF | 7,575 CHF | 70.12% | 70.12% |
06/05/2024 | 7.26% | 0.12 CHF | 0.13 CHF | 346,832 | 50,000 | 316,850 | 49,823 | 42,494 CHF | 7,208 CHF | 69.95% | 69.95% |
03/05/2024 | 15.98% | 0.13 CHF | 0.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,819 CHF | 3,302 CHF | 98.64% | 98.64% |
02/05/2024 | 17.16% | 0.09 CHF | 0.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,535 CHF | 3,008 CHF | 99.13% | 99.13% |