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 | 3.78% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 170,696 | 50,000 | 51,084 CHF | 15,542 CHF | 99.02% | 99.02% |
15/05/2024 | 5.62% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 170,000 | 49,495 | 51,755 CHF | 15,934 CHF | 98.90% | 98.90% |
14/05/2024 | 3.87% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 170,000 | 50,000 | 52,689 CHF | 16,109 CHF | 100.00% | 100.00% |
13/05/2024 | 5.19% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 170,000 | 50,000 | 52,208 CHF | 16,173 CHF | 100.00% | 100.00% |
10/05/2024 | 6.14% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 169,666 | 50,000 | 52,650 CHF | 16,500 CHF | 100.00% | 100.00% |
08/05/2024 | 5.65% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 168,505 | 50,000 | 52,474 CHF | 16,481 CHF | 98.83% | 98.83% |
07/05/2024 | 6.08% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 171,649 | 50,000 | 52,032 CHF | 16,114 CHF | 96.43% | 96.43% |
06/05/2024 | 4.37% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 179,508 | 50,000 | 51,984 CHF | 15,129 CHF | 100.00% | 100.00% |
03/05/2024 | 5.29% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 177,175 | 50,000 | 51,861 CHF | 15,435 CHF | 97.93% | 97.93% |
02/05/2024 | 6.14% | 0.29 CHF | 0.31 CHF | 180,000 | 50,000 | 179,062 | 50,000 | 51,316 CHF | 15,239 CHF | 99.40% | 99.40% |