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 | 7.13% | 0.16 CHF | 0.18 CHF | 144,344 | 25,000 | 145,172 | 25,000 | 30,580 CHF | 5,645 CHF | 99.25% | 99.25% |
15/05/2024 | 7.49% | 0.20 CHF | 0.22 CHF | 145,140 | 25,000 | 145,233 | 24,952 | 28,953 CHF | 5,356 CHF | 98.90% | 98.90% |
14/05/2024 | 7.27% | 0.23 CHF | 0.25 CHF | 146,145 | 25,000 | 146,197 | 25,000 | 32,739 CHF | 6,018 CHF | 95.83% | 95.83% |
13/05/2024 | 6.73% | 0.23 CHF | 0.25 CHF | 146,290 | 25,000 | 146,038 | 25,000 | 32,804 CHF | 5,996 CHF | 91.37% | 91.37% |
10/05/2024 | 6.26% | 0.22 CHF | 0.23 CHF | 145,875 | 25,000 | 132,837 | 23,703 | 33,836 CHF | 6,387 CHF | 100.00% | 100.00% |
08/05/2024 | 3.18% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 112,599 | 25,000 | 52,152 CHF | 11,975 CHF | 100.00% | 100.00% |
07/05/2024 | 3.37% | 0.48 CHF | 0.50 CHF | 110,000 | 25,000 | 119,844 | 25,000 | 52,508 CHF | 11,370 CHF | 97.06% | 97.06% |
06/05/2024 | 2.71% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 99,739 | 25,000 | 53,190 CHF | 13,700 CHF | 96.91% | 96.91% |
03/05/2024 | 2.75% | 0.57 CHF | 0.59 CHF | 90,000 | 25,000 | 93,062 | 25,000 | 52,204 CHF | 14,428 CHF | 97.92% | 97.92% |
02/05/2024 | 2.54% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 91,201 | 50,000 | 52,451 CHF | 29,513 CHF | 99.34% | 99.34% |