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 | 10.57% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 26,898 CHF | 9,966 CHF | 87.32% | 87.32% |
15/05/2024 | 11.81% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 299,256 | 99,752 | 24,098 CHF | 9,038 CHF | 97.11% | 97.11% |
14/05/2024 | 10.92% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 26,039 CHF | 9,680 CHF | 98.56% | 98.56% |
13/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 27,000 CHF | 10,000 CHF | 96.49% | 96.49% |
10/05/2024 | 10.84% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 26,242 CHF | 9,747 CHF | 98.02% | 98.02% |
08/05/2024 | 12.87% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,877 CHF | 8,292 CHF | 99.74% | 99.74% |
07/05/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 299,300 | 99,825 | 17,958 CHF | 6,988 CHF | 59.51% | 90.72% |
06/05/2024 | 14.36% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,495 CHF | 7,498 CHF | 97.92% | 97.92% |
03/05/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,149 CHF | 7,050 CHF | 97.83% | 97.83% |
02/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,000 CHF | 7,000 CHF | 99.41% | 99.41% |