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 | 3.89% | 0.36 CHF | 0.38 CHF | 140,000 | 25,000 | 129,247 | 25,000 | 52,286 CHF | 10,570 CHF | 99.25% | 99.25% |
15/05/2024 | 3.97% | 0.40 CHF | 0.42 CHF | 130,000 | 25,000 | 131,531 | 24,952 | 51,954 CHF | 10,276 CHF | 98.76% | 98.76% |
14/05/2024 | 3.38% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 122,513 | 25,000 | 51,605 CHF | 10,908 CHF | 95.82% | 95.82% |
13/05/2024 | 3.64% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 123,834 | 25,000 | 51,908 CHF | 10,918 CHF | 91.37% | 91.37% |
10/05/2024 | 3.62% | 0.41 CHF | 0.43 CHF | 130,000 | 25,000 | 105,058 | 23,703 | 47,333 CHF | 11,060 CHF | 100.00% | 100.00% |
08/05/2024 | 2.32% | 0.62 CHF | 0.64 CHF | 90,000 | 25,000 | 81,361 | 25,000 | 53,746 CHF | 16,921 CHF | 100.00% | 100.00% |
07/05/2024 | 2.33% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 83,989 | 25,000 | 53,424 CHF | 16,311 CHF | 97.06% | 97.06% |
06/05/2024 | 2.11% | 0.69 CHF | 0.71 CHF | 80,000 | 25,000 | 71,183 | 25,000 | 51,962 CHF | 18,649 CHF | 96.91% | 96.91% |
03/05/2024 | 1.91% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,158 CHF | 19,351 CHF | 97.92% | 97.92% |
02/05/2024 | 1.88% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,111 CHF | 39,384 CHF | 98.88% | 98.88% |