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 | 4.05% | 0.25 CHF | 0.26 CHF | 160,049 | 75,000 | 159,387 | 75,000 | 38,627 CHF | 18,925 CHF | 99.33% | 99.33% |
15/05/2024 | 3.34% | 0.25 CHF | 0.26 CHF | 160,049 | 75,000 | 158,245 | 74,457 | 47,552 CHF | 23,189 CHF | 93.28% | 93.28% |
14/05/2024 | 2.39% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 125,423 | 75,000 | 51,756 CHF | 31,808 CHF | 99.53% | 99.53% |
13/05/2024 | 2.51% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 133,129 | 75,000 | 52,370 CHF | 30,301 CHF | 99.38% | 99.38% |
10/05/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 132,237 | 75,000 | 52,039 CHF | 30,345 CHF | 100.00% | 100.00% |
08/05/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 127,969 | 75,000 | 51,809 CHF | 31,228 CHF | 100.00% | 100.00% |
07/05/2024 | 3.37% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 63,961 | 61,311 | 30,257 CHF | 29,951 CHF | 98.92% | 98.92% |
06/05/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,524 CHF | 78,524 CHF | 99.38% | 99.38% |
03/05/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,987 CHF | 89,987 CHF | 98.43% | 98.43% |
02/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 CHF | 100,250 CHF | 99.03% | 99.03% |