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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 4.92% | 0.25 CHF | 0.27 CHF | 128,971 | 25,000 | 134,384 | 25,000 | 30,491 CHF | 5,968 CHF | 92.19% | 92.19% |
21/05/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 134,558 | 25,000 | 133,809 | 25,000 | 30,167 CHF | 5,888 CHF | 100.00% | 100.00% |
17/05/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 132,441 | 25,000 | 134,674 | 25,000 | 30,768 CHF | 5,962 CHF | 100.00% | 100.00% |
16/05/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 132,626 | 25,000 | 133,897 | 25,000 | 31,375 CHF | 6,109 CHF | 91.54% | 91.54% |
15/05/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 136,163 | 25,000 | 136,470 | 24,942 | 31,305 CHF | 5,974 CHF | 71.36% | 71.36% |
14/05/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 143,425 | 50,000 | 142,350 | 50,000 | 31,617 CHF | 11,614 CHF | 42.27% | 42.27% |
13/05/2024 | 5.45% | 0.19 CHF | 0.20 CHF | 153,911 | 50,000 | 154,772 | 50,000 | 27,670 CHF | 9,444 CHF | 64.96% | 64.96% |
10/05/2024 | 5.85% | 0.14 CHF | 0.15 CHF | 174,924 | 50,000 | 165,078 | 50,000 | 27,573 CHF | 8,901 CHF | 93.39% | 93.39% |
08/05/2024 | 5.78% | 0.20 CHF | 0.21 CHF | 152,264 | 50,000 | 166,665 | 50,000 | 28,086 CHF | 8,939 CHF | 100.00% | 100.00% |
07/05/2024 | 6.16% | 0.16 CHF | 0.17 CHF | 171,760 | 50,000 | 174,051 | 50,000 | 27,467 CHF | 8,413 CHF | 92.03% | 92.03% |