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 | 6.21% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 327,089 | 25,000 | 51,077 CHF | 4,161 CHF | 99.78% | 99.78% |
15/05/2024 | 7.00% | 0.17 CHF | 0.18 CHF | 300,000 | 25,000 | 337,930 | 25,000 | 49,406 CHF | 3,965 CHF | 98.29% | 98.29% |
14/05/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 280,000 | 25,000 | 290,219 | 25,000 | 50,248 CHF | 4,605 CHF | 99.99% | 99.99% |
13/05/2024 | 5.83% | 0.16 CHF | 0.17 CHF | 320,000 | 25,000 | 306,354 | 25,000 | 50,995 CHF | 4,422 CHF | 100.00% | 100.00% |
10/05/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 280,000 | 25,000 | 238,488 | 25,000 | 48,999 CHF | 5,402 CHF | 97.66% | 97.66% |
08/05/2024 | 4.40% | 0.21 CHF | 0.22 CHF | 240,000 | 25,000 | 227,296 | 25,000 | 50,532 CHF | 5,818 CHF | 100.00% | 100.00% |
07/05/2024 | 4.98% | 0.23 CHF | 0.24 CHF | 220,000 | 25,000 | 258,866 | 25,144 | 50,717 CHF | 5,212 CHF | 100.00% | 100.00% |
06/05/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 263,306 | 50,000 | 50,593 CHF | 10,151 CHF | 100.00% | 100.00% |
03/05/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 242,839 | 50,000 | 50,589 CHF | 11,008 CHF | 99.33% | 99.33% |
02/05/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 320,000 | 50,000 | 285,394 | 50,000 | 49,626 CHF | 9,251 CHF | 100.00% | 100.00% |