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 | 4.95% | 0.22 CHF | 0.23 CHF | 195,644 | 50,000 | 194,793 | 50,000 | 44,186 CHF | 11,920 CHF | 93.62% | 93.62% |
15/05/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 186,502 | 50,000 | 177,100 | 49,728 | 48,035 CHF | 14,070 CHF | 89.75% | 89.75% |
14/05/2024 | 4.35% | 0.26 CHF | 0.27 CHF | 182,872 | 50,000 | 174,865 | 48,530 | 44,004 CHF | 12,737 CHF | 91.16% | 91.16% |
13/05/2024 | 7.48% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,508 CHF | 7,013 CHF | 79.79% | 79.79% |
10/05/2024 | 9.26% | 0.22 CHF | 0.24 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 8,196 CHF | 8,991 CHF | 98.14% | 98.14% |
08/05/2024 | 11.94% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 29,047 | 25,515 | 4,939 CHF | 4,710 CHF | 96.88% | 96.88% |
07/05/2024 | 4.58% | 0.26 CHF | 0.27 CHF | 192,347 | 75,000 | 202,605 | 75,000 | 49,897 CHF | 19,378 CHF | 83.91% | 83.91% |
06/05/2024 | 4.11% | 0.22 CHF | 0.23 CHF | 222,916 | 50,000 | 205,932 | 50,000 | 49,683 CHF | 12,587 CHF | 82.77% | 82.77% |
03/05/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 204,315 | 75,000 | 50,533 CHF | 19,356 CHF | 63.49% | 63.49% |
02/05/2024 | 6.04% | 0.18 CHF | 0.19 CHF | 257,285 | 75,000 | 279,238 | 75,000 | 44,966 CHF | 12,900 CHF | 79.95% | 79.95% |