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 | 4.48% | 0.21 CHF | 0.22 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 109,203 CHF | 22,841 CHF | 99.27% | 99.27% |
15/05/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 117,949 CHF | 24,590 CHF | 99.07% | 99.07% |
14/05/2024 | 4.46% | 0.24 CHF | 0.25 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 109,696 CHF | 22,939 CHF | 99.27% | 99.27% |
13/05/2024 | 4.84% | 0.24 CHF | 0.25 CHF | 500,000 | 100,000 | 500,000 | 99,976 | 101,817 CHF | 21,358 CHF | 98.47% | 98.47% |
10/05/2024 | 6.87% | 0.15 CHF | 0.16 CHF | 500,000 | 100,000 | 499,976 | 100,000 | 70,492 CHF | 15,099 CHF | 99.27% | 99.27% |
08/05/2024 | 7.11% | 0.13 CHF | 0.14 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 68,334 CHF | 14,667 CHF | 99.27% | 99.27% |
07/05/2024 | 5.61% | 0.17 CHF | 0.18 CHF | 500,000 | 100,000 | 500,000 | 99,988 | 86,806 CHF | 18,359 CHF | 98.13% | 98.13% |
06/05/2024 | 5.21% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 93,802 CHF | 19,760 CHF | 99.27% | 99.27% |
03/05/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 92,037 CHF | 19,407 CHF | 99.17% | 99.17% |
02/05/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 103,344 CHF | 21,669 CHF | 99.27% | 99.27% |