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 | 5.26% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 274,732 | 50,000 | 50,874 CHF | 9,763 CHF | 81.93% | 81.93% |
15/05/2024 | 5.37% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 277,423 | 49,611 | 50,718 CHF | 9,573 CHF | 95.72% | 95.72% |
14/05/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 305,415 | 50,000 | 51,054 CHF | 8,865 CHF | 98.41% | 98.41% |
13/05/2024 | 5.87% | 0.17 CHF | 0.18 CHF | 300,000 | 50,000 | 308,918 | 50,000 | 51,085 CHF | 8,777 CHF | 99.58% | 99.58% |
10/05/2024 | 6.14% | 0.16 CHF | 0.17 CHF | 320,000 | 50,000 | 324,250 | 50,000 | 51,158 CHF | 8,394 CHF | 81.66% | 81.66% |
08/05/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 320,000 | 50,000 | 329,983 | 50,000 | 51,083 CHF | 8,250 CHF | 99.34% | 99.34% |
07/05/2024 | 7.73% | 0.14 CHF | 0.15 CHF | 360,000 | 50,000 | 403,003 | 50,000 | 50,175 CHF | 6,738 CHF | 89.61% | 89.61% |
06/05/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 420,068 | 50,000 | 50,359 CHF | 6,494 CHF | 97.38% | 97.38% |
03/05/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 428,369 | 50,000 | 433,414 | 50,000 | 48,877 CHF | 6,143 CHF | 78.14% | 78.14% |
02/05/2024 | 8.26% | 0.11 CHF | 0.12 CHF | 436,475 | 50,000 | 425,302 | 50,000 | 49,387 CHF | 6,310 CHF | 84.86% | 84.86% |