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 | 12.85% | 0.22 CHF | 0.25 CHF | 60,000 | 60,000 | 59,914 | 59,914 | 12,257 CHF | 13,938 CHF | 100.00% | 100.00% |
15/05/2024 | 9.30% | 0.27 CHF | 0.30 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 18,573 CHF | 20,373 CHF | 100.00% | 100.00% |
14/05/2024 | 8.79% | 0.32 CHF | 0.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,598 CHF | 21,398 CHF | 99.81% | 99.81% |
13/05/2024 | 7.54% | 0.38 CHF | 0.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,967 CHF | 24,767 CHF | 100.00% | 100.00% |
10/05/2024 | 7.85% | 0.39 CHF | 0.42 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,055 CHF | 23,855 CHF | 100.00% | 100.00% |
08/05/2024 | 6.96% | 0.41 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,982 CHF | 26,782 CHF | 99.77% | 99.77% |
07/05/2024 | 7.90% | 0.36 CHF | 0.39 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 21,944 CHF | 23,744 CHF | 98.43% | 98.43% |
06/05/2024 | 6.82% | 0.41 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 25,498 CHF | 27,298 CHF | 100.00% | 100.00% |
03/05/2024 | 5.30% | 0.52 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,057 CHF | 34,857 CHF | 99.89% | 99.89% |
02/05/2024 | 5.64% | 0.55 CHF | 0.58 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,050 CHF | 32,850 CHF | 99.56% | 99.56% |