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 | 5.15% | 0.27 CHF | 0.28 CHF | 182,065 | 50,000 | 181,881 | 50,000 | 48,382 CHF | 14,000 CHF | 99.02% | 99.02% |
15/05/2024 | 6.62% | 0.27 CHF | 0.29 CHF | 180,915 | 50,000 | 179,813 | 49,495 | 48,861 CHF | 14,371 CHF | 98.90% | 98.90% |
14/05/2024 | 6.39% | 0.27 CHF | 0.29 CHF | 178,251 | 50,000 | 178,198 | 50,000 | 48,501 CHF | 14,505 CHF | 100.00% | 100.00% |
13/05/2024 | 4.59% | 0.27 CHF | 0.29 CHF | 181,803 | 50,000 | 179,583 | 50,000 | 49,505 CHF | 14,432 CHF | 94.47% | 94.47% |
10/05/2024 | 4.80% | 0.28 CHF | 0.30 CHF | 177,761 | 50,000 | 177,270 | 50,000 | 49,636 CHF | 14,691 CHF | 100.00% | 100.00% |
08/05/2024 | 5.31% | 0.28 CHF | 0.29 CHF | 178,755 | 50,000 | 176,329 | 50,000 | 49,403 CHF | 14,775 CHF | 98.83% | 98.83% |
07/05/2024 | 7.08% | 0.28 CHF | 0.30 CHF | 177,580 | 50,000 | 181,782 | 50,000 | 49,084 CHF | 14,501 CHF | 67.76% | 67.76% |
06/05/2024 | 6.73% | 0.25 CHF | 0.27 CHF | 187,856 | 50,000 | 186,687 | 50,000 | 47,270 CHF | 13,540 CHF | 100.00% | 100.00% |
03/05/2024 | 5.52% | 0.25 CHF | 0.27 CHF | 187,418 | 50,000 | 186,068 | 50,000 | 48,144 CHF | 13,673 CHF | 97.93% | 97.93% |
02/05/2024 | 5.76% | 0.26 CHF | 0.28 CHF | 188,219 | 50,000 | 189,297 | 50,000 | 48,379 CHF | 13,540 CHF | 99.40% | 99.40% |