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 | 6.26% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 120,282 | 28,743 | 52,261 CHF | 13,627 CHF | 98.46% | 98.46% |
15/05/2024 | 9.97% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 189,286 | 28,825 | 50,800 CHF | 8,858 CHF | 99.37% | 99.37% |
14/05/2024 | 12.49% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 240,248 | 28,875 | 50,335 CHF | 6,905 CHF | 99.60% | 99.60% |
13/05/2024 | 10.68% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 203,862 | 28,876 | 50,298 CHF | 7,925 CHF | 99.60% | 99.60% |
10/05/2024 | 9.27% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 181,628 | 29,082 | 51,619 CHF | 9,062 CHF | 90.84% | 90.84% |
08/05/2024 | 8.42% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 163,570 | 28,875 | 51,871 CHF | 9,963 CHF | 99.60% | 99.60% |
07/05/2024 | 7.51% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 144,678 | 28,875 | 51,643 CHF | 11,123 CHF | 99.61% | 99.61% |
06/05/2024 | 7.93% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 153,564 | 28,925 | 51,904 CHF | 10,792 CHF | 98.37% | 98.37% |
03/05/2024 | 11.53% | 0.24 CHF | 0.26 CHF | 210,000 | 50,000 | 220,896 | 28,739 | 50,577 CHF | 7,483 CHF | 98.99% | 98.99% |
02/05/2024 | 14.91% | 0.21 CHF | 0.23 CHF | 240,000 | 50,000 | 184,445 | 25,912 | 41,029 CHF | 6,385 CHF | 99.03% | 99.03% |