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 | 2.40% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 86,663 | 25,000 | 52,453 CHF | 15,548 CHF | 99.25% | 99.25% |
15/05/2024 | 2.40% | 0.61 CHF | 0.63 CHF | 90,000 | 25,000 | 86,300 | 24,952 | 53,282 CHF | 15,798 CHF | 98.73% | 98.73% |
14/05/2024 | 2.41% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 89,844 | 25,000 | 53,412 CHF | 15,232 CHF | 95.83% | 95.83% |
13/05/2024 | 2.62% | 0.59 CHF | 0.59 CHF | 90,000 | 12,500 | 87,799 | 24,960 | 53,282 CHF | 15,575 CHF | 64.41% | 91.37% |
10/05/2024 | 2.80% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 84,707 | 23,703 | 48,232 CHF | 13,895 CHF | 100.00% | 100.00% |
08/05/2024 | 3.68% | 0.47 CHF | 0.49 CHF | 110,000 | 25,000 | 120,778 | 25,000 | 52,187 CHF | 11,235 CHF | 100.00% | 100.00% |
07/05/2024 | 3.21% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 114,453 | 25,000 | 52,303 CHF | 11,829 CHF | 97.06% | 97.06% |
06/05/2024 | 4.23% | 0.40 CHF | 0.42 CHF | 130,000 | 25,000 | 82,766 | 25,000 | 30,404 CHF | 9,524 CHF | 96.89% | 96.91% |
03/05/2024 | 4.43% | 0.33 CHF | 0.35 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 25,544 CHF | 8,899 CHF | 97.93% | 97.93% |
02/05/2024 | 5.05% | 0.33 CHF | 0.34 CHF | 149,535 | 50,000 | 149,409 | 50,000 | 48,532 CHF | 17,084 CHF | 86.57% | 86.57% |