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 | 10.01% | 0.09 CHF | 0.10 CHF | 51,000 | 51,000 | 51,000 | 51,000 | 4,841 CHF | 5,351 CHF | 1.81% | 1.81% |
15/05/2024 | 8.27% | 0.12 CHF | 0.13 CHF | 51,000 | 51,000 | 50,883 | 50,883 | 5,933 CHF | 6,443 CHF | 100.00% | 100.00% |
14/05/2024 | 6.83% | 0.12 CHF | 0.13 CHF | 51,000 | 51,000 | 51,720 | 51,720 | 7,368 CHF | 7,886 CHF | 100.00% | 100.00% |
13/05/2024 | 6.39% | 0.14 CHF | 0.16 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 7,888 CHF | 8,408 CHF | 100.00% | 100.00% |
10/05/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 8,467 CHF | 8,987 CHF | 100.00% | 100.00% |
08/05/2024 | 5.12% | 0.18 CHF | 0.19 CHF | 52,000 | 52,000 | 52,513 | 52,513 | 10,035 CHF | 10,560 CHF | 99.08% | 99.08% |
07/05/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 53,000 | 53,000 | 52,975 | 52,975 | 11,589 CHF | 12,119 CHF | 99.80% | 99.80% |
06/05/2024 | 4.33% | 0.24 CHF | 0.25 CHF | 53,000 | 53,000 | 53,105 | 53,105 | 12,044 CHF | 12,575 CHF | 100.00% | 100.00% |
03/05/2024 | 3.80% | 0.24 CHF | 0.25 CHF | 54,000 | 54,000 | 53,968 | 53,968 | 13,972 CHF | 14,512 CHF | 100.00% | 100.00% |
02/05/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 54,000 | 54,000 | 54,009 | 54,009 | 15,012 CHF | 15,552 CHF | 100.00% | 100.00% |