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 | 4.83% | 0.28 CHF | 0.30 CHF | 154,452 | 50,000 | 150,280 | 50,000 | 44,039 CHF | 15,393 CHF | 99.25% | 99.25% |
15/05/2024 | 4.15% | 0.33 CHF | 0.34 CHF | 141,150 | 50,000 | 143,485 | 49,447 | 45,548 CHF | 16,374 CHF | 98.90% | 98.90% |
14/05/2024 | 3.85% | 0.34 CHF | 0.35 CHF | 137,707 | 50,000 | 138,219 | 50,000 | 47,243 CHF | 17,770 CHF | 100.00% | 100.00% |
13/05/2024 | 4.69% | 0.30 CHF | 0.32 CHF | 149,661 | 50,000 | 155,489 | 50,000 | 44,115 CHF | 14,871 CHF | 100.00% | 100.00% |
10/05/2024 | 4.26% | 0.27 CHF | 0.28 CHF | 160,890 | 50,000 | 164,636 | 50,000 | 44,634 CHF | 14,152 CHF | 99.99% | 99.99% |
08/05/2024 | 4.72% | 0.26 CHF | 0.27 CHF | 169,275 | 50,000 | 159,470 | 50,000 | 46,013 CHF | 15,161 CHF | 98.85% | 98.85% |
07/05/2024 | 3.99% | 0.32 CHF | 0.33 CHF | 148,294 | 50,000 | 153,922 | 50,000 | 46,920 CHF | 15,866 CHF | 97.06% | 97.06% |
06/05/2024 | 4.44% | 0.28 CHF | 0.30 CHF | 160,843 | 50,000 | 155,818 | 50,000 | 46,985 CHF | 15,772 CHF | 99.99% | 99.99% |
03/05/2024 | 3.89% | 0.30 CHF | 0.31 CHF | 155,910 | 50,000 | 149,022 | 50,000 | 48,867 CHF | 17,072 CHF | 88.32% | 88.32% |
02/05/2024 | 4.12% | 0.33 CHF | 0.35 CHF | 148,567 | 50,000 | 147,582 | 50,000 | 50,016 CHF | 17,662 CHF | 40.92% | 40.92% |