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 | 5.32% | 0.26 CHF | 0.28 CHF | 191,294 | 50,000 | 184,093 | 50,000 | 50,107 CHF | 14,367 CHF | 76.41% | 76.41% |
15/05/2024 | 4.67% | 0.30 CHF | 0.31 CHF | 177,212 | 50,000 | 176,058 | 49,416 | 51,210 CHF | 15,072 CHF | 93.79% | 93.79% |
14/05/2024 | 4.36% | 0.31 CHF | 0.32 CHF | 169,946 | 50,000 | 170,105 | 50,000 | 52,407 CHF | 16,099 CHF | 54.59% | 54.59% |
13/05/2024 | 5.23% | 0.27 CHF | 0.28 CHF | 191,937 | 50,000 | 191,600 | 50,000 | 49,816 CHF | 13,700 CHF | 53.04% | 53.04% |
10/05/2024 | 4.78% | 0.25 CHF | 0.26 CHF | 197,733 | 50,000 | 200,311 | 50,000 | 50,323 CHF | 13,179 CHF | 73.60% | 73.60% |
08/05/2024 | 4.61% | 0.24 CHF | 0.26 CHF | 205,575 | 50,000 | 187,619 | 50,000 | 51,024 CHF | 14,289 CHF | 53.92% | 53.92% |
07/05/2024 | 4.91% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 181,178 | 50,000 | 50,856 CHF | 14,745 CHF | 70.93% | 70.93% |
06/05/2024 | 4.58% | 0.26 CHF | 0.27 CHF | 195,559 | 50,000 | 185,119 | 50,000 | 51,079 CHF | 14,458 CHF | 72.27% | 72.27% |
03/05/2024 | 4.31% | 0.27 CHF | 0.29 CHF | 189,398 | 50,000 | 172,189 | 50,000 | 51,266 CHF | 15,572 CHF | 97.93% | 97.93% |
02/05/2024 | 3.99% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 164,260 | 50,000 | 51,702 CHF | 16,390 CHF | 88.80% | 88.80% |