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 | 8.12% | 0.23 CHF | 0.25 CHF | 81,349 | 50,000 | 81,537 | 50,000 | 19,688 CHF | 13,108 CHF | 90.98% | 90.98% |
15/05/2024 | 7.98% | 0.21 CHF | 0.23 CHF | 87,503 | 50,000 | 91,246 | 50,000 | 17,596 CHF | 10,530 CHF | 58.09% | 58.09% |
14/05/2024 | 6.42% | 0.17 CHF | 0.18 CHF | 96,010 | 50,000 | 100,826 | 49,377 | 15,923 CHF | 8,339 CHF | 99.89% | 99.89% |
13/05/2024 | 8.54% | 0.13 CHF | 0.14 CHF | 111,626 | 50,000 | 123,166 | 50,000 | 14,662 CHF | 6,507 CHF | 98.97% | 98.97% |
10/05/2024 | 7.36% | 0.14 CHF | 0.16 CHF | 111,932 | 50,000 | 114,042 | 50,000 | 15,580 CHF | 7,359 CHF | 99.44% | 99.44% |
08/05/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 111,906 | 50,000 | 107,117 | 50,000 | 17,253 CHF | 8,631 CHF | 100.00% | 100.00% |
07/05/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 120,216 | 50,000 | 111,414 | 50,000 | 17,503 CHF | 8,447 CHF | 94.95% | 94.95% |
06/05/2024 | 6.15% | 0.18 CHF | 0.19 CHF | 107,154 | 50,000 | 101,480 | 50,000 | 19,077 CHF | 10,023 CHF | 100.00% | 100.00% |
03/05/2024 | 4.61% | 0.19 CHF | 0.20 CHF | 100,199 | 50,000 | 92,477 | 50,000 | 21,090 CHF | 11,957 CHF | 98.63% | 98.63% |
02/05/2024 | 5.21% | 0.23 CHF | 0.24 CHF | 92,257 | 50,000 | 93,389 | 50,000 | 20,884 CHF | 11,782 CHF | 99.13% | 99.13% |