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 | 11.85% | 0.11 CHF | 0.14 CHF | 50,000 | 50,000 | 335,665 | 88,167 | 40,009 CHF | 11,579 CHF | 98.58% | 98.58% |
14/05/2024 | 13.49% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 480,465 | 75,000 | 50,246 CHF | 8,999 CHF | 92.95% | 92.95% |
13/05/2024 | 10.71% | 0.12 CHF | 0.14 CHF | 420,000 | 75,000 | 404,770 | 75,000 | 50,552 CHF | 10,441 CHF | 95.75% | 95.75% |
10/05/2024 | 9.26% | 0.13 CHF | 0.15 CHF | 390,000 | 100,000 | 391,766 | 100,000 | 50,682 CHF | 14,202 CHF | 99.52% | 99.52% |
08/05/2024 | 14.76% | 0.11 CHF | 0.13 CHF | 460,000 | 100,000 | 463,966 | 100,000 | 50,463 CHF | 12,633 CHF | 98.96% | 98.96% |
07/05/2024 | 12.62% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 470,596 | 100,000 | 50,441 CHF | 12,188 CHF | 95.68% | 95.68% |
06/05/2024 | 15.65% | 0.10 CHF | 0.12 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 49,610 CHF | 11,613 CHF | 94.73% | 94.73% |
03/05/2024 | 14.97% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 46,737 CHF | 10,854 CHF | 95.69% | 95.69% |
02/05/2024 | 12.58% | 0.09 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 48,802 CHF | 11,063 CHF | 99.41% | 99.41% |
30/04/2024 | 15.63% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 499,425 | 100,000 | 50,009 CHF | 11,721 CHF | 100.00% | 100.00% |