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 | 6.30% | 0.20 CHF | 0.22 CHF | 109,735 | 50,000 | 110,104 | 50,000 | 23,769 CHF | 11,482 CHF | 97.72% | 97.72% |
15/05/2024 | 6.79% | 0.20 CHF | 0.21 CHF | 109,582 | 50,000 | 109,858 | 49,760 | 22,522 CHF | 10,919 CHF | 98.90% | 98.90% |
14/05/2024 | 4.65% | 0.23 CHF | 0.24 CHF | 111,056 | 50,000 | 110,979 | 50,000 | 24,851 CHF | 11,726 CHF | 99.99% | 99.99% |
13/05/2024 | 4.68% | 0.25 CHF | 0.27 CHF | 112,321 | 50,000 | 111,536 | 50,000 | 26,593 CHF | 12,483 CHF | 100.00% | 100.00% |
10/05/2024 | 6.34% | 0.24 CHF | 0.25 CHF | 111,585 | 50,000 | 110,375 | 50,000 | 23,233 CHF | 11,211 CHF | 100.00% | 100.00% |
08/05/2024 | 6.03% | 0.23 CHF | 0.24 CHF | 111,423 | 50,000 | 110,817 | 50,000 | 24,065 CHF | 11,486 CHF | 98.83% | 98.83% |
07/05/2024 | 6.26% | 0.21 CHF | 0.23 CHF | 110,356 | 50,000 | 111,253 | 50,000 | 25,624 CHF | 12,258 CHF | 97.06% | 97.06% |
06/05/2024 | 5.39% | 0.25 CHF | 0.27 CHF | 112,123 | 50,000 | 111,388 | 50,000 | 26,732 CHF | 12,664 CHF | 100.00% | 100.00% |
03/05/2024 | 4.93% | 0.22 CHF | 0.23 CHF | 110,570 | 50,000 | 110,960 | 50,000 | 25,133 CHF | 11,894 CHF | 97.94% | 97.94% |
02/05/2024 | 5.96% | 0.25 CHF | 0.27 CHF | 112,969 | 50,000 | 112,435 | 50,000 | 27,282 CHF | 12,875 CHF | 99.40% | 99.40% |