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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 6.29% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 275,504 | 100,000 | 50,683 CHF | 19,605 CHF | 100.00% | 100.00% |
16/05/2024 | 5.92% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 261,964 | 100,000 | 50,747 CHF | 20,574 CHF | 98.08% | 98.08% |
15/05/2024 | 6.61% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 282,650 | 99,247 | 50,436 CHF | 18,936 CHF | 98.11% | 98.11% |
14/05/2024 | 7.10% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 324,202 | 100,000 | 51,158 CHF | 16,949 CHF | 99.12% | 99.12% |
13/05/2024 | 6.97% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 336,106 | 100,000 | 50,960 CHF | 16,321 CHF | 99.38% | 99.38% |
10/05/2024 | 8.47% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 431,233 | 100,000 | 50,285 CHF | 12,749 CHF | 99.42% | 99.42% |
08/05/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 44,111 CHF | 9,920 CHF | 87.00% | 87.00% |
07/05/2024 | 15.33% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 33,098 CHF | 7,712 CHF | 96.57% | 96.57% |
06/05/2024 | 13.54% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,870 CHF | 8,215 CHF | 100.00% | 100.00% |
03/05/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,844 CHF | 8,263 CHF | 95.43% | 95.43% |