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 | 6.47% | 0.27 CHF | 0.29 CHF | 185,180 | 50,000 | 180,448 | 50,000 | 50,787 CHF | 15,017 CHF | 59.23% | 59.23% |
15/05/2024 | 6.49% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 183,083 | 49,624 | 50,442 CHF | 14,590 CHF | 63.33% | 63.33% |
14/05/2024 | 5.65% | 0.26 CHF | 0.28 CHF | 186,953 | 50,000 | 175,648 | 50,000 | 51,072 CHF | 15,436 CHF | 62.92% | 62.92% |
13/05/2024 | 5.99% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 171,501 | 50,000 | 51,832 CHF | 16,081 CHF | 89.06% | 89.06% |
10/05/2024 | 5.64% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 160,646 | 50,000 | 51,640 CHF | 17,033 CHF | 97.80% | 97.80% |
08/05/2024 | 5.80% | 0.33 CHF | 0.36 CHF | 160,000 | 50,000 | 150,136 | 50,000 | 51,462 CHF | 18,272 CHF | 25.15% | 25.15% |
07/05/2024 | 4.12% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 106,190 | 50,000 | 52,314 CHF | 25,710 CHF | 96.43% | 96.43% |
06/05/2024 | 3.85% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 100,670 | 50,000 | 51,905 CHF | 26,800 CHF | 100.00% | 100.00% |
03/05/2024 | 4.38% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 114,694 | 50,000 | 52,690 CHF | 24,030 CHF | 97.68% | 97.68% |
02/05/2024 | 4.36% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 112,938 | 50,000 | 51,874 CHF | 24,003 CHF | 99.40% | 99.40% |