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 | 5.38% | 0.21 CHF | 0.22 CHF | 230,359 | 50,000 | 225,340 | 50,000 | 49,181 CHF | 11,517 CHF | 81.10% | 81.10% |
15/05/2024 | 6.36% | 0.22 CHF | 0.23 CHF | 222,915 | 50,000 | 262,219 | 49,447 | 46,723 CHF | 9,430 CHF | 90.26% | 90.26% |
14/05/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 306,980 | 50,000 | 294,639 | 50,000 | 45,191 CHF | 8,232 CHF | 98.81% | 98.81% |
13/05/2024 | 6.67% | 0.16 CHF | 0.17 CHF | 291,112 | 50,000 | 288,157 | 50,000 | 46,196 CHF | 8,575 CHF | 94.00% | 94.00% |
10/05/2024 | 7.13% | 0.20 CHF | 0.21 CHF | 253,806 | 50,000 | 269,594 | 50,000 | 47,407 CHF | 9,456 CHF | 86.59% | 86.59% |
08/05/2024 | 6.74% | 0.16 CHF | 0.17 CHF | 287,469 | 50,000 | 286,579 | 50,000 | 46,643 CHF | 8,708 CHF | 86.23% | 86.23% |
07/05/2024 | 7.11% | 0.15 CHF | 0.17 CHF | 301,921 | 50,000 | 302,751 | 50,000 | 46,709 CHF | 8,284 CHF | 97.06% | 97.06% |
06/05/2024 | 7.75% | 0.15 CHF | 0.16 CHF | 318,017 | 50,000 | 315,729 | 50,000 | 46,732 CHF | 7,997 CHF | 99.79% | 99.79% |
03/05/2024 | 7.45% | 0.15 CHF | 0.16 CHF | 309,585 | 50,000 | 341,465 | 50,000 | 46,366 CHF | 7,337 CHF | 97.06% | 97.06% |
02/05/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 390,618 | 50,000 | 330,290 | 50,000 | 47,383 CHF | 7,801 CHF | 92.83% | 92.83% |