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 | 5.70% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 299,045 | 100,000 | 50,973 CHF | 18,048 CHF | 100.00% | 100.00% |
16/05/2024 | 5.16% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 268,646 | 100,000 | 50,720 CHF | 19,910 CHF | 96.66% | 96.66% |
15/05/2024 | 4.80% | 0.19 CHF | 0.20 CHF | 270,000 | 100,000 | 246,089 | 99,483 | 50,376 CHF | 21,386 CHF | 95.47% | 95.47% |
14/05/2024 | 5.03% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 262,397 | 100,000 | 50,872 CHF | 20,412 CHF | 98.43% | 98.43% |
13/05/2024 | 5.34% | 0.21 CHF | 0.22 CHF | 240,000 | 100,000 | 278,489 | 100,000 | 50,719 CHF | 19,339 CHF | 99.69% | 99.69% |
10/05/2024 | 6.93% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 362,173 | 100,000 | 50,465 CHF | 14,946 CHF | 97.49% | 97.49% |
08/05/2024 | 7.21% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 378,430 | 100,000 | 50,584 CHF | 14,386 CHF | 99.97% | 99.97% |
07/05/2024 | 6.31% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 332,500 | 100,000 | 51,026 CHF | 16,375 CHF | 95.67% | 95.67% |
06/05/2024 | 5.96% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 313,863 | 100,000 | 51,090 CHF | 17,307 CHF | 100.00% | 100.00% |
03/05/2024 | 5.74% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 301,466 | 100,000 | 50,991 CHF | 17,931 CHF | 96.13% | 96.13% |