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 | 7.62% | 0.17 CHF | 0.18 CHF | 213,412 | 50,000 | 204,571 | 50,000 | 35,754 CHF | 9,448 CHF | 99.25% | 99.25% |
15/05/2024 | 6.91% | 0.20 CHF | 0.21 CHF | 190,962 | 50,000 | 192,161 | 49,447 | 36,997 CHF | 10,214 CHF | 98.90% | 98.90% |
14/05/2024 | 5.90% | 0.21 CHF | 0.22 CHF | 181,336 | 50,000 | 182,269 | 50,000 | 38,591 CHF | 11,240 CHF | 100.00% | 100.00% |
13/05/2024 | 7.43% | 0.18 CHF | 0.20 CHF | 203,068 | 50,000 | 214,099 | 50,000 | 36,216 CHF | 9,112 CHF | 100.00% | 100.00% |
10/05/2024 | 7.83% | 0.16 CHF | 0.17 CHF | 220,336 | 50,000 | 226,417 | 50,000 | 36,673 CHF | 8,763 CHF | 100.00% | 100.00% |
08/05/2024 | 6.93% | 0.16 CHF | 0.17 CHF | 235,613 | 50,000 | 216,207 | 50,000 | 38,047 CHF | 9,471 CHF | 98.86% | 98.86% |
07/05/2024 | 7.68% | 0.20 CHF | 0.21 CHF | 195,624 | 50,000 | 206,034 | 50,000 | 38,692 CHF | 10,141 CHF | 97.06% | 97.06% |
06/05/2024 | 6.66% | 0.17 CHF | 0.19 CHF | 217,206 | 50,000 | 209,153 | 50,000 | 39,004 CHF | 9,976 CHF | 100.00% | 100.00% |
03/05/2024 | 5.96% | 0.19 CHF | 0.20 CHF | 211,335 | 50,000 | 195,482 | 50,000 | 40,551 CHF | 11,032 CHF | 97.93% | 97.93% |
02/05/2024 | 5.65% | 0.21 CHF | 0.22 CHF | 194,193 | 50,000 | 188,562 | 50,000 | 41,836 CHF | 11,746 CHF | 99.20% | 99.20% |