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 | - | 0.30 CHF | - CHF | 175,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.05% |
15/05/2024 | 3.86% | 0.30 CHF | 0.27 CHF | 200,000 | 200,000 | 202,087 | 202,087 | 51,403 CHF | 53,424 CHF | 12.53% | 99.14% |
14/05/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 220,676 | 220,676 | 52,914 CHF | 55,121 CHF | 98.88% | 98.88% |
13/05/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 242,684 | 242,684 | 52,888 CHF | 55,315 CHF | 99.18% | 99.18% |
10/05/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,295 CHF | 53,295 CHF | 18.13% | 92.90% |
08/05/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 247,244 | 247,244 | 52,751 CHF | 55,223 CHF | 99.18% | 99.18% |
07/05/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 253,416 | 253,416 | 51,116 CHF | 53,650 CHF | 98.93% | 98.93% |
06/05/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,088 | 249,088 | 53,618 CHF | 56,109 CHF | 98.98% | 98.98% |
03/05/2024 | 4.78% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 253,383 | 253,383 | 51,818 CHF | 54,352 CHF | 97.35% | 97.35% |
02/05/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 273,841 | 273,841 | 52,395 CHF | 55,133 CHF | 98.75% | 98.75% |