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 | 7.35% | 0.23 CHF | 0.25 CHF | 184,572 | 50,000 | 183,956 | 50,000 | 43,286 CHF | 12,662 CHF | 99.02% | 99.02% |
15/05/2024 | 7.81% | 0.23 CHF | 0.25 CHF | 184,700 | 50,000 | 185,001 | 49,759 | 42,911 CHF | 12,478 CHF | 98.90% | 98.90% |
14/05/2024 | 7.63% | 0.22 CHF | 0.24 CHF | 186,911 | 50,000 | 185,233 | 50,000 | 43,208 CHF | 12,596 CHF | 84.24% | 84.24% |
13/05/2024 | 6.94% | 0.23 CHF | 0.25 CHF | 185,417 | 50,000 | 182,693 | 50,000 | 46,624 CHF | 13,679 CHF | 92.31% | 92.31% |
10/05/2024 | 6.61% | 0.27 CHF | 0.29 CHF | 181,259 | 50,000 | 180,720 | 50,000 | 49,228 CHF | 14,555 CHF | 63.42% | 63.42% |
08/05/2024 | 5.41% | 0.29 CHF | 0.31 CHF | 179,782 | 50,000 | 140,916 | 50,000 | 51,311 CHF | 19,568 CHF | 12.53% | 12.53% |
07/05/2024 | 4.72% | 0.44 CHF | 0.46 CHF | 120,000 | 50,000 | 116,208 | 50,000 | 51,953 CHF | 23,471 CHF | 96.43% | 96.43% |
06/05/2024 | 4.21% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 110,392 | 50,000 | 51,841 CHF | 24,512 CHF | 100.00% | 100.00% |
03/05/2024 | 4.97% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 125,853 | 50,000 | 52,057 CHF | 21,767 CHF | 97.68% | 97.68% |
02/05/2024 | 4.83% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 125,612 | 50,000 | 51,981 CHF | 21,730 CHF | 99.40% | 99.40% |