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 | 5.42% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 74,355 CHF | 78,450 CHF | 99.00% | 99.00% |
15/05/2024 | 7.93% | 0.35 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,795 CHF | 71,419 CHF | 98.05% | 98.05% |
14/05/2024 | 3.79% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,246 | 200,000 | 55,719 CHF | 57,804 CHF | 97.88% | 97.88% |
13/05/2024 | 4.02% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,674 CHF | 55,881 CHF | 99.99% | 99.99% |
10/05/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 210,000 | 200,000 | 200,861 | 200,000 | 51,735 CHF | 53,528 CHF | 96.10% | 96.10% |
08/05/2024 | 4.42% | 0.23 CHF | 0.24 CHF | 220,000 | 200,000 | 228,401 | 200,000 | 50,554 CHF | 46,320 CHF | 99.99% | 99.99% |
07/05/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,503 CHF | 57,503 CHF | 99.95% | 99.95% |
06/05/2024 | 4.79% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,317 CHF | 64,347 CHF | 100.00% | 100.00% |
03/05/2024 | 6.34% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,071 CHF | 61,931 CHF | 96.85% | 96.85% |
02/05/2024 | 5.44% | 0.24 CHF | 0.25 CHF | 210,000 | 200,000 | 202,528 | 200,000 | 50,885 CHF | 53,038 CHF | 99.48% | 99.48% |