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 | 4.81% | 0.26 CHF | 0.27 CHF | 121,399 | 50,000 | 120,221 | 50,000 | 31,060 CHF | 13,567 CHF | 99.30% | 99.30% |
15/05/2024 | 4.67% | 0.24 CHF | 0.25 CHF | 126,968 | 50,000 | 134,161 | 49,563 | 29,614 CHF | 11,491 CHF | 98.64% | 98.64% |
14/05/2024 | 5.36% | 0.21 CHF | 0.22 CHF | 136,199 | 50,000 | 139,307 | 49,361 | 28,362 CHF | 10,604 CHF | 99.99% | 99.99% |
13/05/2024 | 6.04% | 0.18 CHF | 0.20 CHF | 150,627 | 50,000 | 159,285 | 50,000 | 27,348 CHF | 9,129 CHF | 100.00% | 100.00% |
10/05/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 152,489 | 50,000 | 151,533 | 50,000 | 27,706 CHF | 9,650 CHF | 100.00% | 100.00% |
08/05/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 145,933 | 50,000 | 145,129 | 50,000 | 29,091 CHF | 10,569 CHF | 99.23% | 99.23% |
07/05/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 157,282 | 50,000 | 147,052 | 50,000 | 30,563 CHF | 10,992 CHF | 80.65% | 80.65% |
06/05/2024 | 5.10% | 0.22 CHF | 0.23 CHF | 142,047 | 50,000 | 137,787 | 50,000 | 30,803 CHF | 11,779 CHF | 100.00% | 100.00% |
03/05/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 136,912 | 50,000 | 127,155 | 50,000 | 31,549 CHF | 12,958 CHF | 98.64% | 98.64% |
02/05/2024 | 4.08% | 0.26 CHF | 0.27 CHF | 126,336 | 50,000 | 128,470 | 50,000 | 31,815 CHF | 12,900 CHF | 99.02% | 99.02% |