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 | 6.94% | 0.13 CHF | 0.14 CHF | 109,844 | 25,000 | 110,044 | 25,000 | 15,360 CHF | 3,739 CHF | 99.32% | 99.32% |
15/05/2024 | 6.64% | 0.14 CHF | 0.15 CHF | 110,566 | 25,000 | 110,680 | 25,000 | 16,237 CHF | 3,919 CHF | 97.97% | 97.97% |
14/05/2024 | 6.04% | 0.15 CHF | 0.16 CHF | 111,212 | 50,000 | 111,635 | 50,000 | 18,010 CHF | 8,564 CHF | 99.99% | 99.99% |
13/05/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 113,587 | 50,000 | 114,037 | 50,000 | 23,970 CHF | 11,009 CHF | 100.00% | 100.00% |
10/05/2024 | 4.30% | 0.26 CHF | 0.27 CHF | 116,469 | 50,000 | 114,967 | 50,000 | 26,570 CHF | 12,041 CHF | 100.00% | 100.00% |
08/05/2024 | 4.23% | 0.19 CHF | 0.20 CHF | 113,313 | 50,000 | 115,230 | 50,000 | 26,773 CHF | 12,113 CHF | 100.00% | 100.00% |
07/05/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 115,871 | 50,000 | 116,085 | 50,000 | 29,368 CHF | 13,142 CHF | 96.83% | 96.83% |
06/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,333 | 50,000 | 51,291 CHF | 25,819 CHF | 100.00% | 100.00% |
03/05/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 99,791 | 50,000 | 51,895 CHF | 26,546 CHF | 98.64% | 98.64% |
02/05/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,097 CHF | 30,554 CHF | 99.13% | 99.13% |