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 | 7.10% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,615 CHF | 58,742 CHF | 99.00% | 99.00% |
15/05/2024 | 8.87% | 0.26 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 62,638 CHF | 68,255 CHF | 98.03% | 98.03% |
14/05/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,564 CHF | 78,699 CHF | 97.88% | 97.88% |
13/05/2024 | 2.77% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,852 CHF | 81,061 CHF | 99.99% | 99.99% |
10/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,212 CHF | 84,212 CHF | 96.74% | 96.74% |
08/05/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 90,666 CHF | 92,666 CHF | 99.99% | 99.99% |
07/05/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,395 CHF | 81,395 CHF | 99.91% | 99.91% |
06/05/2024 | 4.12% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,934 CHF | 75,996 CHF | 100.00% | 100.00% |
03/05/2024 | 4.92% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,651 CHF | 80,473 CHF | 96.81% | 96.81% |
02/05/2024 | 3.07% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 86,796 CHF | 89,550 CHF | 99.48% | 99.48% |