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 | 6.64% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 339,663 | 75,000 | 50,925 CHF | 12,042 CHF | 98.70% | 98.70% |
15/05/2024 | 7.37% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 372,982 | 74,208 | 50,737 CHF | 11,062 CHF | 94.94% | 94.94% |
14/05/2024 | 21.27% | 0.07 CHF | 0.09 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 3,263 CHF | 4,026 CHF | 95.56% | 95.56% |
13/05/2024 | 7.33% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 362,479 | 75,000 | 50,473 CHF | 11,248 CHF | 95.93% | 95.93% |
10/05/2024 | 5.60% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 279,934 | 75,000 | 50,734 CHF | 14,391 CHF | 80.80% | 80.80% |
08/05/2024 | 5.99% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 301,002 | 75,000 | 50,960 CHF | 13,540 CHF | 58.65% | 58.65% |
07/05/2024 | 7.43% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 319,406 | 71,635 | 46,710 CHF | 11,268 CHF | 98.22% | 98.22% |
06/05/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 331,376 | 75,000 | 51,041 CHF | 12,356 CHF | 97.25% | 97.25% |
03/05/2024 | 6.40% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 325,950 | 75,000 | 51,046 CHF | 12,554 CHF | 95.33% | 95.33% |
02/05/2024 | 6.57% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 339,930 | 75,000 | 50,994 CHF | 12,075 CHF | 99.13% | 99.13% |