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 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 169,872 | 50,000 | 51,810 CHF | 15,757 CHF | 96.11% | 96.11% |
15/05/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 186,406 | 49,535 | 51,000 CHF | 14,058 CHF | 85.12% | 85.12% |
14/05/2024 | 3.95% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 194,050 | 49,346 | 49,413 CHF | 13,081 CHF | 90.92% | 90.92% |
13/05/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 201,696 | 50,000 | 50,421 CHF | 13,003 CHF | 97.50% | 97.50% |
10/05/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 210,000 | 50,000 | 208,363 | 50,000 | 50,329 CHF | 12,582 CHF | 100.00% | 100.00% |
08/05/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 229,867 | 50,000 | 50,500 CHF | 11,507 CHF | 99.92% | 99.92% |
07/05/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 249,324 | 50,000 | 50,082 CHF | 10,547 CHF | 96.44% | 96.44% |
06/05/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 253,078 | 49,874 | 50,285 CHF | 10,441 CHF | 98.83% | 98.83% |
03/05/2024 | 9.94% | 0.18 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,206 CHF | 4,644 CHF | 98.63% | 98.63% |
02/05/2024 | 11.55% | 0.15 CHF | 0.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,915 CHF | 4,394 CHF | 99.13% | 99.13% |