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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 10.88% | 0.20 CHF | 0.22 CHF | 250,000 | 25,000 | 273,652 | 24,945 | 50,814 CHF | 5,169 CHF | 89.53% | 89.53% |
14/05/2024 | 10.33% | 0.19 CHF | 0.21 CHF | 270,000 | 25,000 | 265,802 | 24,829 | 50,356 CHF | 5,218 CHF | 93.33% | 93.33% |
13/05/2024 | 10.44% | 0.18 CHF | 0.20 CHF | 280,000 | 25,000 | 275,042 | 25,000 | 50,473 CHF | 5,099 CHF | 90.10% | 90.10% |
10/05/2024 | 10.06% | 0.19 CHF | 0.21 CHF | 270,000 | 25,000 | 264,258 | 25,000 | 50,913 CHF | 5,331 CHF | 91.95% | 91.95% |
08/05/2024 | 10.90% | 0.18 CHF | 0.20 CHF | 280,000 | 25,000 | 287,406 | 25,000 | 50,622 CHF | 4,915 CHF | 98.66% | 98.66% |
07/05/2024 | 11.02% | 0.18 CHF | 0.20 CHF | 280,000 | 25,000 | 295,628 | 25,000 | 50,854 CHF | 4,806 CHF | 98.39% | 98.39% |
06/05/2024 | 10.90% | 0.17 CHF | 0.19 CHF | 300,000 | 25,000 | 292,365 | 25,000 | 50,771 CHF | 4,846 CHF | 100.00% | 100.00% |
03/05/2024 | 11.16% | 0.17 CHF | 0.19 CHF | 300,000 | 25,000 | 308,547 | 25,000 | 51,084 CHF | 4,633 CHF | 98.53% | 98.53% |
02/05/2024 | 12.53% | 0.14 CHF | 0.16 CHF | 360,000 | 25,000 | 346,615 | 25,000 | 50,785 CHF | 4,157 CHF | 99.13% | 99.13% |
30/04/2024 | 12.23% | 0.14 CHF | 0.16 CHF | 360,000 | 25,000 | 336,436 | 25,000 | 51,030 CHF | 4,289 CHF | 100.00% | 100.00% |