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 | 3.22% | 0.31 CHF | 0.32 CHF | 153,207 | 25,000 | 152,079 | 25,000 | 46,440 CHF | 7,885 CHF | 91.55% | 91.55% |
15/05/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 153,995 | 25,000 | 153,506 | 24,946 | 45,493 CHF | 7,648 CHF | 76.17% | 76.17% |
14/05/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 158,451 | 50,000 | 157,689 | 50,000 | 44,936 CHF | 14,753 CHF | 44.91% | 44.91% |
13/05/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 169,016 | 50,000 | 169,470 | 50,000 | 42,561 CHF | 13,061 CHF | 72.82% | 72.82% |
10/05/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 185,665 | 50,000 | 176,738 | 50,000 | 41,670 CHF | 12,325 CHF | 94.74% | 94.74% |
08/05/2024 | 4.14% | 0.26 CHF | 0.27 CHF | 168,970 | 50,000 | 177,243 | 50,000 | 41,984 CHF | 12,353 CHF | 100.00% | 100.00% |
07/05/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 179,003 | 50,000 | 183,232 | 50,000 | 42,027 CHF | 11,984 CHF | 92.53% | 92.53% |
06/05/2024 | 9.97% | 0.10 CHF | 0.11 CHF | 307,506 | 50,000 | 325,545 | 50,000 | 31,128 CHF | 5,283 CHF | 97.97% | 97.97% |
03/05/2024 | 9.98% | 0.10 CHF | 0.11 CHF | 310,786 | 50,000 | 346,588 | 50,000 | 33,049 CHF | 5,298 CHF | 90.06% | 90.06% |
02/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 449,908 | 50,000 | 422,344 | 50,000 | 29,574 CHF | 4,001 CHF | 93.06% | 93.06% |