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 | 3.84% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 75,579 | 28,744 | 54,048 CHF | 21,779 CHF | 98.47% | 98.47% |
15/05/2024 | 5.63% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 106,112 | 28,828 | 51,507 CHF | 15,256 CHF | 99.38% | 99.38% |
14/05/2024 | 6.88% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 131,985 | 28,916 | 51,651 CHF | 12,203 CHF | 98.51% | 98.51% |
13/05/2024 | 6.08% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 119,109 | 28,876 | 52,879 CHF | 13,637 CHF | 99.59% | 99.59% |
10/05/2024 | 5.44% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 103,858 | 29,083 | 51,332 CHF | 15,187 CHF | 90.83% | 90.83% |
08/05/2024 | 5.09% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 99,285 | 28,875 | 52,994 CHF | 16,213 CHF | 99.59% | 99.59% |
07/05/2024 | 4.69% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 90,261 | 28,875 | 52,464 CHF | 17,616 CHF | 99.60% | 99.60% |
06/05/2024 | 4.94% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 96,516 | 28,925 | 53,129 CHF | 17,017 CHF | 98.36% | 98.36% |
03/05/2024 | 6.96% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 133,892 | 28,677 | 52,104 CHF | 12,121 CHF | 98.69% | 98.69% |
02/05/2024 | 9.15% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 115,063 | 25,938 | 42,645 CHF | 10,201 CHF | 99.13% | 99.13% |