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 | 5.69% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 142,186 | 25,000 | 50,859 CHF | 9,469 CHF | 99.02% | 99.02% |
15/05/2024 | 5.72% | 0.35 CHF | 0.37 CHF | 150,000 | 25,000 | 149,189 | 24,952 | 51,995 CHF | 9,210 CHF | 98.90% | 98.90% |
14/05/2024 | 5.90% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 167,491 | 25,000 | 51,477 CHF | 8,156 CHF | 100.00% | 100.00% |
13/05/2024 | 6.47% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 184,817 | 25,000 | 50,982 CHF | 7,361 CHF | 100.00% | 100.00% |
10/05/2024 | 6.19% | 0.28 CHF | 0.30 CHF | 180,000 | 50,000 | 181,764 | 50,000 | 51,669 CHF | 15,128 CHF | 100.00% | 100.00% |
08/05/2024 | 6.54% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 198,422 | 25,000 | 51,734 CHF | 6,962 CHF | 98.83% | 98.83% |
07/05/2024 | 6.44% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 191,844 | 25,000 | 51,427 CHF | 7,150 CHF | 97.02% | 97.02% |
06/05/2024 | 7.06% | 0.26 CHF | 0.28 CHF | 200,000 | 50,000 | 200,013 | 50,000 | 51,317 CHF | 13,768 CHF | 100.00% | 100.00% |
03/05/2024 | 6.23% | 0.25 CHF | 0.27 CHF | 200,000 | 50,000 | 200,296 | 50,000 | 50,974 CHF | 13,543 CHF | 97.92% | 97.92% |
02/05/2024 | 7.80% | 0.22 CHF | 0.24 CHF | 230,000 | 50,000 | 225,522 | 50,000 | 50,592 CHF | 12,134 CHF | 99.40% | 99.40% |