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 | 10.19% | 0.10 CHF | 0.11 CHF | 160,003 | 75,000 | 159,372 | 75,000 | 14,955 CHF | 7,787 CHF | 99.31% | 99.33% |
15/05/2024 | 6.70% | 0.10 CHF | 0.11 CHF | 160,038 | 75,000 | 161,424 | 74,488 | 24,700 CHF | 12,156 CHF | 98.94% | 98.94% |
14/05/2024 | 3.71% | 0.21 CHF | 0.22 CHF | 163,485 | 75,000 | 165,206 | 75,000 | 44,046 CHF | 20,738 CHF | 99.53% | 99.53% |
13/05/2024 | 4.00% | 0.27 CHF | 0.28 CHF | 165,456 | 75,000 | 164,398 | 75,000 | 40,409 CHF | 19,183 CHF | 99.38% | 99.38% |
10/05/2024 | 4.03% | 0.26 CHF | 0.27 CHF | 164,830 | 75,000 | 164,424 | 75,000 | 40,326 CHF | 19,138 CHF | 100.00% | 100.00% |
08/05/2024 | 3.83% | 0.26 CHF | 0.27 CHF | 165,380 | 75,000 | 165,162 | 75,000 | 42,662 CHF | 20,115 CHF | 100.00% | 100.00% |
07/05/2024 | 4.92% | 0.32 CHF | 0.33 CHF | 166,593 | 100,000 | 75,283 | 61,248 | 24,305 CHF | 20,792 CHF | 98.77% | 98.77% |
06/05/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,710 CHF | 63,710 CHF | 99.38% | 99.38% |
03/05/2024 | 1.34% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,104 CHF | 75,104 CHF | 98.47% | 98.47% |
02/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,345 CHF | 85,345 CHF | 99.13% | 99.13% |