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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 14.72% | 0.53 CHF | 0.58 CHF | 100,000 | 30,000 | 93,737 | 11,208 | 51,903 CHF | 6,807 CHF | 99.57% | 99.57% |
16/05/2024 | 13.49% | 0.61 CHF | 0.66 CHF | 90,000 | 20,000 | 87,740 | 7,473 | 54,090 CHF | 5,228 CHF | 99.57% | 99.57% |
15/05/2024 | 12.18% | 0.62 CHF | 0.67 CHF | 90,000 | 20,000 | 77,593 | 7,488 | 53,529 CHF | 5,868 CHF | 99.10% | 99.10% |
14/05/2024 | 20.71% | 0.81 CHF | 0.91 CHF | 70,000 | 20,000 | 69,997 | 7,489 | 53,870 CHF | 6,909 CHF | 98.83% | 98.83% |
13/05/2024 | 18.76% | 0.89 CHF | 0.99 CHF | 60,000 | 20,000 | 62,382 | 7,463 | 53,150 CHF | 7,293 CHF | 99.49% | 99.49% |
10/05/2024 | 25.10% | 0.80 CHF | 0.90 CHF | 70,000 | 20,000 | 84,216 | 7,412 | 53,008 CHF | 6,217 CHF | 98.56% | 98.56% |
08/05/2024 | 17.04% | 0.95 CHF | 1.05 CHF | 60,000 | 10,000 | 59,219 | 3,678 | 56,684 CHF | 4,059 CHF | 98.43% | 98.43% |
07/05/2024 | 15.85% | 1.01 CHF | 1.11 CHF | 50,000 | 10,000 | 50,648 | 3,725 | 52,246 CHF | 4,367 CHF | 97.36% | 97.36% |
06/05/2024 | 17.02% | 1.02 CHF | 1.12 CHF | 50,000 | 10,000 | 59,120 | 3,727 | 56,626 CHF | 4,159 CHF | 98.34% | 98.34% |
03/05/2024 | 15.08% | 1.23 CHF | 1.33 CHF | 50,000 | 10,000 | 50,087 | 3,691 | 55,324 CHF | 4,793 CHF | 98.70% | 98.70% |