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 | 6.36% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 159,999 | 25,000 | 52,736 CHF | 8,782 CHF | 73.52% | 73.52% |
15/05/2024 | 6.16% | 0.33 CHF | 0.35 CHF | 160,000 | 25,000 | 160,972 | 24,952 | 51,704 CHF | 8,526 CHF | 98.90% | 98.90% |
14/05/2024 | 6.21% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 179,697 | 25,000 | 50,987 CHF | 7,552 CHF | 100.00% | 100.00% |
13/05/2024 | 7.20% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 200,835 | 25,000 | 50,330 CHF | 6,734 CHF | 67.23% | 67.23% |
10/05/2024 | 6.38% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 196,595 | 50,000 | 51,292 CHF | 13,912 CHF | 100.00% | 100.00% |
08/05/2024 | 7.69% | 0.23 CHF | 0.25 CHF | 220,000 | 25,000 | 216,694 | 25,000 | 50,522 CHF | 6,298 CHF | 98.83% | 98.83% |
07/05/2024 | 7.60% | 0.25 CHF | 0.26 CHF | 200,000 | 25,000 | 207,926 | 25,000 | 50,317 CHF | 6,529 CHF | 97.06% | 97.06% |
06/05/2024 | 7.34% | 0.23 CHF | 0.25 CHF | 220,000 | 50,000 | 218,105 | 50,000 | 50,558 CHF | 12,477 CHF | 100.00% | 100.00% |
03/05/2024 | 7.19% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 220,992 | 50,000 | 50,576 CHF | 12,303 CHF | 97.93% | 97.93% |
02/05/2024 | 7.54% | 0.19 CHF | 0.21 CHF | 270,000 | 50,000 | 250,701 | 50,000 | 50,266 CHF | 10,822 CHF | 99.40% | 99.40% |