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 | 4.65% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 148,530 | 50,000 | 51,775 CHF | 18,267 CHF | 99.02% | 99.02% |
15/05/2024 | 5.23% | 0.34 CHF | 0.36 CHF | 150,000 | 50,000 | 150,104 | 49,759 | 51,556 CHF | 18,023 CHF | 98.90% | 98.90% |
14/05/2024 | 5.30% | 0.33 CHF | 0.35 CHF | 160,000 | 50,000 | 149,362 | 50,000 | 52,035 CHF | 18,421 CHF | 100.00% | 100.00% |
13/05/2024 | 4.92% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 139,871 | 50,000 | 51,463 CHF | 19,352 CHF | 100.00% | 100.00% |
10/05/2024 | 4.64% | 0.38 CHF | 0.40 CHF | 140,000 | 50,000 | 134,045 | 50,000 | 52,072 CHF | 20,364 CHF | 97.80% | 97.80% |
08/05/2024 | 4.64% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 120,051 | 50,000 | 52,276 CHF | 22,938 CHF | 88.98% | 88.98% |
07/05/2024 | 3.66% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 95,436 | 50,000 | 53,319 CHF | 29,023 CHF | 96.43% | 96.43% |
06/05/2024 | 3.50% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 90,529 | 50,000 | 52,623 CHF | 30,110 CHF | 100.00% | 100.00% |
03/05/2024 | 3.98% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 99,658 | 50,000 | 52,402 CHF | 27,365 CHF | 97.68% | 97.68% |
02/05/2024 | 3.83% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,573 CHF | 27,312 CHF | 99.40% | 99.40% |