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 | 3.63% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 171,006 | 50,000 | 51,707 CHF | 15,682 CHF | 92.89% | 92.89% |
15/05/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 147,252 | 49,728 | 51,696 CHF | 18,032 CHF | 89.74% | 89.74% |
14/05/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 160,000 | 50,000 | 151,654 | 48,548 | 48,943 CHF | 16,180 CHF | 92.30% | 92.30% |
13/05/2024 | 5.98% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,263 CHF | 8,771 CHF | 80.31% | 80.31% |
10/05/2024 | 7.37% | 0.28 CHF | 0.30 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 10,805 CHF | 11,633 CHF | 98.45% | 98.45% |
08/05/2024 | 8.42% | 0.23 CHF | 0.25 CHF | 25,000 | 25,000 | 29,409 | 25,695 | 7,138 CHF | 6,613 CHF | 91.17% | 91.17% |
07/05/2024 | 3.41% | 0.33 CHF | 0.35 CHF | 160,000 | 75,000 | 162,785 | 75,000 | 51,919 CHF | 24,806 CHF | 96.98% | 96.98% |
06/05/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 163,747 | 50,000 | 51,474 CHF | 16,255 CHF | 93.80% | 93.80% |
03/05/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 163,569 | 75,000 | 51,924 CHF | 24,622 CHF | 94.35% | 94.35% |
02/05/2024 | 4.29% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 221,130 | 75,000 | 50,472 CHF | 17,955 CHF | 80.58% | 80.58% |