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 | 6.08% | 0.16 CHF | 0.18 CHF | 188,599 | 50,000 | 183,802 | 50,000 | 32,218 CHF | 9,324 CHF | 97.32% | 97.32% |
15/05/2024 | 6.65% | 0.16 CHF | 0.17 CHF | 193,273 | 50,000 | 206,138 | 49,461 | 31,684 CHF | 8,146 CHF | 85.26% | 85.26% |
14/05/2024 | 7.37% | 0.15 CHF | 0.16 CHF | 216,569 | 50,000 | 219,038 | 49,361 | 31,171 CHF | 7,557 CHF | 99.90% | 99.90% |
13/05/2024 | 8.66% | 0.13 CHF | 0.14 CHF | 237,152 | 50,000 | 241,097 | 50,000 | 29,912 CHF | 6,766 CHF | 100.00% | 100.00% |
10/05/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 233,258 | 50,000 | 238,377 | 50,000 | 28,453 CHF | 6,519 CHF | 100.00% | 100.00% |
08/05/2024 | 8.05% | 0.13 CHF | 0.14 CHF | 227,448 | 50,000 | 224,728 | 50,000 | 30,340 CHF | 7,327 CHF | 100.00% | 100.00% |
07/05/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 240,589 | 50,000 | 223,999 | 50,000 | 31,150 CHF | 7,522 CHF | 97.85% | 97.85% |
06/05/2024 | 7.22% | 0.14 CHF | 0.15 CHF | 223,476 | 50,000 | 212,223 | 50,000 | 31,291 CHF | 7,939 CHF | 100.00% | 100.00% |
03/05/2024 | 6.07% | 0.15 CHF | 0.16 CHF | 205,805 | 50,000 | 193,518 | 50,000 | 32,755 CHF | 9,002 CHF | 98.64% | 98.64% |
02/05/2024 | 6.85% | 0.17 CHF | 0.18 CHF | 195,669 | 50,000 | 195,871 | 50,000 | 31,928 CHF | 8,730 CHF | 99.13% | 99.13% |