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 | 10.95% | 0.09 CHF | 0.10 CHF | 677,000 | 677,000 | 671,246 | 671,246 | 58,074 CHF | 64,793 CHF | 100.00% | 100.00% |
15/05/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 645,000 | 645,000 | 634,097 | 634,097 | 64,492 CHF | 70,849 CHF | 100.00% | 100.00% |
14/05/2024 | 10.00% | 0.10 CHF | 0.11 CHF | 698,000 | 698,000 | 704,497 | 704,497 | 66,982 CHF | 74,027 CHF | 99.97% | 99.97% |
13/05/2024 | 11.40% | 0.09 CHF | 0.10 CHF | 727,800 | 727,800 | 726,120 | 726,120 | 60,193 CHF | 67,454 CHF | 100.00% | 100.00% |
10/05/2024 | 11.11% | 0.09 CHF | 0.10 CHF | 715,200 | 715,200 | 712,253 | 712,253 | 60,539 CHF | 67,662 CHF | 100.00% | 100.00% |
08/05/2024 | 11.07% | 0.08 CHF | 0.09 CHF | 687,900 | 687,900 | 680,014 | 680,014 | 58,142 CHF | 64,943 CHF | 99.06% | 99.06% |
07/05/2024 | 10.44% | 0.10 CHF | 0.11 CHF | 727,500 | 727,500 | 725,356 | 725,356 | 65,925 CHF | 73,178 CHF | 97.65% | 97.65% |
06/05/2024 | 11.01% | 0.09 CHF | 0.10 CHF | 803,600 | 803,600 | 796,454 | 796,454 | 68,423 CHF | 76,388 CHF | 100.00% | 100.00% |
03/05/2024 | 12.06% | 0.08 CHF | 0.09 CHF | 867,600 | 867,600 | 859,901 | 859,901 | 67,033 CHF | 75,632 CHF | 100.00% | 100.00% |
02/05/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 863,500 | 863,500 | 859,182 | 859,182 | 64,585 CHF | 73,177 CHF | 100.00% | 100.00% |