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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 327,768 | 327,768 | 52,101 CHF | 55,378 CHF | 99.72% | 99.72% |
22/05/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 273,525 | 273,525 | 51,971 CHF | 54,706 CHF | 98.52% | 98.52% |
21/05/2024 | 5.51% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 293,237 | 293,237 | 51,754 CHF | 54,687 CHF | 99.69% | 99.69% |
17/05/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,117 CHF | 53,617 CHF | 99.66% | 99.66% |
16/05/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 161,726 | 161,726 | 53,498 CHF | 55,116 CHF | 99.86% | 99.86% |
15/05/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 153,130 | 153,130 | 52,374 CHF | 53,906 CHF | 100.00% | 100.00% |
14/05/2024 | 3.07% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 171,982 | 171,982 | 55,157 CHF | 56,876 CHF | 99.77% | 99.77% |
13/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 168,244 | 168,244 | 55,562 CHF | 57,245 CHF | 100.00% | 100.00% |
10/05/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 175,141 | 175,141 | 55,045 CHF | 56,796 CHF | 100.00% | 100.00% |
08/05/2024 | 4.15% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,998 | 225,998 | 53,311 CHF | 55,571 CHF | 100.00% | 100.00% |