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 | 4.53% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 121,278 | 50,000 | 51,380 CHF | 22,172 CHF | 96.11% | 96.11% |
15/05/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 136,914 | 49,526 | 52,263 CHF | 19,415 CHF | 83.53% | 83.53% |
14/05/2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 143,329 | 49,314 | 50,625 CHF | 17,936 CHF | 91.04% | 91.04% |
13/05/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 151,287 | 50,000 | 51,912 CHF | 17,664 CHF | 97.50% | 97.50% |
10/05/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 156,086 | 50,000 | 52,023 CHF | 17,173 CHF | 100.00% | 100.00% |
08/05/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 167,481 | 50,000 | 51,413 CHF | 15,871 CHF | 99.92% | 99.92% |
07/05/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 182,101 | 50,000 | 50,855 CHF | 14,469 CHF | 97.79% | 97.79% |
06/05/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 191,641 | 49,874 | 50,890 CHF | 13,769 CHF | 98.83% | 98.83% |
03/05/2024 | 7.33% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,987 CHF | 6,442 CHF | 98.64% | 98.64% |
02/05/2024 | 8.19% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,602 CHF | 6,080 CHF | 99.13% | 99.13% |