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 | 4.16% | 0.37 CHF | 0.39 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 25,946 CHF | 9,015 CHF | 99.25% | 99.25% |
15/05/2024 | 4.46% | 0.35 CHF | 0.37 CHF | 75,000 | 25,000 | 74,856 | 24,952 | 26,430 CHF | 9,211 CHF | 98.89% | 98.89% |
14/05/2024 | 4.28% | 0.34 CHF | 0.35 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 25,711 CHF | 8,945 CHF | 95.83% | 95.83% |
13/05/2024 | 4.16% | 0.34 CHF | 0.36 CHF | 75,000 | 25,000 | 79,300 | 24,956 | 27,511 CHF | 8,974 CHF | 89.53% | 91.37% |
10/05/2024 | 4.89% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 140,564 | 23,703 | 46,826 CHF | 8,288 CHF | 100.00% | 100.00% |
08/05/2024 | 5.41% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 193,618 | 25,000 | 51,485 CHF | 7,024 CHF | 100.00% | 100.00% |
07/05/2024 | 5.05% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 182,600 | 25,000 | 51,365 CHF | 7,412 CHF | 97.05% | 97.05% |
06/05/2024 | 5.76% | 0.26 CHF | 0.27 CHF | 200,000 | 25,000 | 207,120 | 25,000 | 50,343 CHF | 6,441 CHF | 96.91% | 96.91% |
03/05/2024 | 6.11% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 215,432 | 25,000 | 50,498 CHF | 6,233 CHF | 97.94% | 97.94% |
02/05/2024 | 5.55% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 218,444 | 50,000 | 50,539 CHF | 12,237 CHF | 99.40% | 99.40% |