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 | 10.97% | 5.25 CHF | 5.85 CHF | 10,000 | 6,000 | 11,426 | 6,000 | 58,846 CHF | 34,659 CHF | 77.55% | 77.55% |
15/05/2024 | 9.64% | 4.53 CHF | 4.73 CHF | 30,000 | 30,000 | 22,171 | 11,210 | 81,291 CHF | 46,831 CHF | 99.62% | 99.62% |
14/05/2024 | 11.98% | 3.22 CHF | 3.42 CHF | 50,000 | 50,000 | 26,500 | 18,667 | 76,094 CHF | 59,792 CHF | 99.55% | 99.55% |
13/05/2024 | 10.62% | 3.46 CHF | 3.66 CHF | 50,000 | 50,000 | 26,517 | 18,689 | 85,579 CHF | 66,234 CHF | 99.59% | 99.59% |
10/05/2024 | 9.58% | 3.18 CHF | 3.38 CHF | 50,000 | 50,000 | 26,932 | 19,243 | 95,089 CHF | 73,514 CHF | 90.82% | 90.82% |
08/05/2024 | 13.94% | 3.48 CHF | 3.78 CHF | 30,000 | 30,000 | 22,171 | 11,211 | 80,025 CHF | 46,102 CHF | 99.63% | 99.63% |
07/05/2024 | 12.81% | 4.49 CHF | 4.79 CHF | 30,000 | 30,000 | 22,171 | 11,211 | 87,974 CHF | 50,494 CHF | 99.63% | 99.63% |
06/05/2024 | 9.15% | 4.16 CHF | 4.36 CHF | 50,000 | 50,000 | 26,597 | 18,796 | 102,043 CHF | 78,740 CHF | 98.40% | 98.40% |
03/05/2024 | 10.38% | 2.69 CHF | 2.84 CHF | 50,000 | 50,000 | 32,320 | 18,614 | 81,624 CHF | 53,085 CHF | 99.41% | 99.41% |
02/05/2024 | 11.19% | 2.22 CHF | 2.37 CHF | 50,000 | 50,000 | 34,327 | 18,654 | 76,118 CHF | 44,321 CHF | 99.40% | 99.40% |