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 | 5.08% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 162,774 | 50,000 | 51,851 CHF | 16,767 CHF | 99.02% | 99.02% |
15/05/2024 | 5.72% | 0.31 CHF | 0.33 CHF | 170,000 | 50,000 | 166,038 | 49,759 | 52,034 CHF | 16,531 CHF | 98.90% | 98.90% |
14/05/2024 | 5.88% | 0.30 CHF | 0.32 CHF | 170,000 | 50,000 | 162,938 | 50,000 | 51,851 CHF | 16,937 CHF | 100.00% | 100.00% |
13/05/2024 | 5.53% | 0.32 CHF | 0.34 CHF | 160,000 | 50,000 | 154,101 | 50,000 | 52,042 CHF | 17,884 CHF | 100.00% | 100.00% |
10/05/2024 | 4.95% | 0.35 CHF | 0.37 CHF | 150,000 | 50,000 | 143,881 | 50,000 | 51,619 CHF | 18,864 CHF | 97.80% | 97.80% |
08/05/2024 | 4.93% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 128,335 | 50,000 | 52,128 CHF | 21,469 CHF | 88.78% | 88.78% |
07/05/2024 | 3.87% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 99,107 | 50,000 | 52,459 CHF | 27,523 CHF | 96.43% | 96.43% |
06/05/2024 | 3.77% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 96,013 | 50,000 | 52,971 CHF | 28,669 CHF | 100.00% | 100.00% |
03/05/2024 | 4.08% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 105,453 | 50,000 | 52,290 CHF | 25,865 CHF | 97.68% | 97.68% |
02/05/2024 | 4.05% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 104,444 | 50,000 | 51,737 CHF | 25,812 CHF | 99.40% | 99.40% |