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 | 4.59% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 236,779 | 50,000 | 50,456 CHF | 11,162 CHF | 96.11% | 96.11% |
15/05/2024 | 5.35% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 275,898 | 49,535 | 50,778 CHF | 9,622 CHF | 85.12% | 85.12% |
14/05/2024 | 5.99% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 298,597 | 49,314 | 49,668 CHF | 8,728 CHF | 91.04% | 91.04% |
13/05/2024 | 6.07% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 320,038 | 50,000 | 51,147 CHF | 8,499 CHF | 97.50% | 97.50% |
10/05/2024 | 6.33% | 0.16 CHF | 0.17 CHF | 320,000 | 50,000 | 333,907 | 50,000 | 51,061 CHF | 8,152 CHF | 100.00% | 100.00% |
08/05/2024 | 7.12% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 373,320 | 50,000 | 50,581 CHF | 7,297 CHF | 99.92% | 99.92% |
07/05/2024 | 7.91% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 415,673 | 50,000 | 50,443 CHF | 6,572 CHF | 96.44% | 96.44% |
06/05/2024 | 8.32% | 0.11 CHF | 0.12 CHF | 460,000 | 50,000 | 434,740 | 49,874 | 50,277 CHF | 6,293 CHF | 98.83% | 98.83% |
03/05/2024 | 17.41% | 0.11 CHF | 0.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,498 CHF | 2,970 CHF | 98.63% | 98.63% |
02/05/2024 | 19.19% | 0.08 CHF | 0.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,286 CHF | 2,769 CHF | 99.13% | 99.13% |