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 | 8.70% | 0.22 CHF | 0.24 CHF | 173,365 | 50,000 | 173,365 | 50,000 | 38,140 CHF | 12,000 CHF | 99.02% | 99.02% |
15/05/2024 | 7.13% | 0.23 CHF | 0.25 CHF | 173,937 | 50,000 | 172,498 | 49,495 | 39,927 CHF | 12,301 CHF | 98.90% | 98.90% |
14/05/2024 | 7.39% | 0.23 CHF | 0.24 CHF | 173,790 | 50,000 | 170,751 | 50,000 | 39,638 CHF | 12,497 CHF | 100.00% | 100.00% |
13/05/2024 | 6.70% | 0.24 CHF | 0.25 CHF | 169,971 | 50,000 | 172,733 | 50,000 | 40,032 CHF | 12,392 CHF | 100.00% | 100.00% |
10/05/2024 | 4.76% | 0.24 CHF | 0.26 CHF | 169,291 | 50,000 | 169,284 | 50,000 | 40,628 CHF | 12,586 CHF | 100.00% | 100.00% |
08/05/2024 | 6.46% | 0.23 CHF | 0.25 CHF | 171,517 | 50,000 | 168,820 | 50,000 | 40,431 CHF | 12,775 CHF | 98.83% | 98.83% |
07/05/2024 | 7.81% | 0.24 CHF | 0.26 CHF | 169,599 | 50,000 | 173,192 | 50,000 | 40,199 CHF | 12,558 CHF | 96.43% | 96.43% |
06/05/2024 | 8.25% | 0.21 CHF | 0.23 CHF | 179,767 | 50,000 | 179,983 | 50,000 | 38,206 CHF | 11,526 CHF | 100.00% | 100.00% |
03/05/2024 | 6.63% | 0.21 CHF | 0.23 CHF | 181,142 | 50,000 | 179,609 | 50,000 | 39,171 CHF | 11,654 CHF | 97.93% | 97.93% |
02/05/2024 | 6.80% | 0.22 CHF | 0.23 CHF | 183,115 | 50,000 | 182,950 | 50,000 | 39,235 CHF | 11,480 CHF | 99.40% | 99.40% |