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 | 3.67% | 0.39 CHF | 0.40 CHF | 80,000 | 80,000 | 79,884 | 79,884 | 32,135 CHF | 33,335 CHF | 99.67% | 99.67% |
15/05/2024 | 4.58% | 0.41 CHF | 0.43 CHF | 90,000 | 90,000 | 93,001 | 93,001 | 30,088 CHF | 31,485 CHF | 99.99% | 99.99% |
14/05/2024 | 5.45% | 0.25 CHF | 0.27 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 24,136 CHF | 25,486 CHF | 99.88% | 99.88% |
13/05/2024 | 5.23% | 0.28 CHF | 0.30 CHF | 90,000 | 90,000 | 89,511 | 89,511 | 25,045 CHF | 26,387 CHF | 99.45% | 99.45% |
10/05/2024 | 4.67% | 0.34 CHF | 0.36 CHF | 90,000 | 90,000 | 94,582 | 94,582 | 29,706 CHF | 31,125 CHF | 100.00% | 100.00% |
08/05/2024 | 5.13% | 0.28 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,528 CHF | 30,028 CHF | 98.93% | 98.93% |
07/05/2024 | 5.53% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 99,917 | 99,917 | 26,424 CHF | 27,924 CHF | 99.75% | 99.75% |
06/05/2024 | 5.80% | 0.25 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,108 CHF | 26,608 CHF | 100.00% | 100.00% |
03/05/2024 | 5.59% | 0.26 CHF | 0.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 29,347 CHF | 31,039 CHF | 99.95% | 99.95% |
02/05/2024 | 5.69% | 0.19 CHF | 0.21 CHF | 100,000 | 100,000 | 99,970 | 99,970 | 23,761 CHF | 25,151 CHF | 98.51% | 98.51% |