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 | 5.98% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 315,314 | 50,000 | 51,136 CHF | 8,617 CHF | 96.11% | 96.11% |
15/05/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 351,070 | 49,535 | 49,766 CHF | 7,523 CHF | 85.12% | 85.12% |
14/05/2024 | 7.45% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 372,326 | 49,346 | 49,399 CHF | 7,064 CHF | 90.92% | 90.92% |
13/05/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 390,000 | 50,000 | 393,434 | 50,000 | 50,645 CHF | 6,943 CHF | 97.50% | 97.50% |
10/05/2024 | 7.86% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 413,032 | 50,000 | 50,470 CHF | 6,616 CHF | 100.00% | 100.00% |
08/05/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 460,000 | 50,000 | 455,486 | 50,000 | 50,452 CHF | 6,056 CHF | 99.92% | 99.92% |
07/05/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 49,672 CHF | 5,467 CHF | 96.75% | 96.75% |
06/05/2024 | 9.59% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 486,078 | 49,874 | 48,706 CHF | 5,508 CHF | 98.83% | 98.83% |
03/05/2024 | 21.30% | 0.08 CHF | 0.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,918 CHF | 2,374 CHF | 98.64% | 98.64% |
02/05/2024 | 23.79% | 0.07 CHF | 0.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,764 CHF | 2,240 CHF | 99.13% | 99.13% |