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 | 7.67% | 0.17 CHF | 0.19 CHF | 251,662 | 50,000 | 241,243 | 50,000 | 43,372 CHF | 9,719 CHF | 99.25% | 99.25% |
15/05/2024 | 6.33% | 0.20 CHF | 0.22 CHF | 224,421 | 50,000 | 228,222 | 49,447 | 44,742 CHF | 10,337 CHF | 98.90% | 98.90% |
14/05/2024 | 6.13% | 0.21 CHF | 0.22 CHF | 217,487 | 50,000 | 218,065 | 50,000 | 46,022 CHF | 11,228 CHF | 99.97% | 99.97% |
13/05/2024 | 8.45% | 0.19 CHF | 0.20 CHF | 240,671 | 50,000 | 250,566 | 50,000 | 43,507 CHF | 9,449 CHF | 100.00% | 100.00% |
10/05/2024 | 7.37% | 0.17 CHF | 0.18 CHF | 261,945 | 50,000 | 263,647 | 50,000 | 44,127 CHF | 9,012 CHF | 100.00% | 100.00% |
08/05/2024 | 7.32% | 0.16 CHF | 0.17 CHF | 270,537 | 50,000 | 253,554 | 50,000 | 45,092 CHF | 9,596 CHF | 98.86% | 98.86% |
07/05/2024 | 7.70% | 0.20 CHF | 0.21 CHF | 237,127 | 50,000 | 243,017 | 50,000 | 45,689 CHF | 10,153 CHF | 96.43% | 96.43% |
06/05/2024 | 6.42% | 0.17 CHF | 0.19 CHF | 255,291 | 50,000 | 245,291 | 50,000 | 45,878 CHF | 9,980 CHF | 100.00% | 100.00% |
03/05/2024 | 6.51% | 0.19 CHF | 0.20 CHF | 247,912 | 50,000 | 231,643 | 50,000 | 47,324 CHF | 10,917 CHF | 97.93% | 97.93% |
02/05/2024 | 5.96% | 0.21 CHF | 0.22 CHF | 226,934 | 50,000 | 223,613 | 50,000 | 48,295 CHF | 11,468 CHF | 80.12% | 80.12% |