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 | 3.17% | 0.30 CHF | 0.31 CHF | 400,000 | 400,000 | 180,178 | 180,178 | 56,539 CHF | 58,347 CHF | 100.00% | 100.00% |
15/05/2024 | 3.60% | 0.34 CHF | 0.35 CHF | 410,000 | 410,000 | 178,197 | 178,197 | 52,612 CHF | 54,400 CHF | 100.00% | 100.00% |
14/05/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 390,000 | 390,000 | 174,813 | 174,813 | 47,554 CHF | 49,306 CHF | 100.00% | 100.00% |
13/05/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 390,000 | 390,000 | 174,732 | 174,732 | 45,886 CHF | 47,636 CHF | 100.00% | 100.00% |
10/05/2024 | 3.84% | 0.27 CHF | 0.28 CHF | 390,000 | 390,000 | 174,794 | 174,794 | 45,750 CHF | 47,501 CHF | 99.88% | 99.88% |
08/05/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 390,000 | 390,000 | 129,056 | 129,056 | 34,611 CHF | 35,904 CHF | 97.39% | 97.39% |
07/05/2024 | 5.12% | 0.27 CHF | 0.28 CHF | 395,000 | 395,000 | 169,872 | 169,872 | 42,620 CHF | 44,322 CHF | 58.24% | 98.87% |
06/05/2024 | - | 0.10 CHF | - CHF | 360,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | - | 0.14 CHF | - CHF | 365,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
02/05/2024 | 5.41% | 0.16 CHF | 0.19 CHF | 365,000 | 370,000 | 370,000 | 370,000 | 66,600 CHF | 70,300 CHF | 0.62% | 100.00% |