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 | 8.45% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 445,682 | 100,000 | 50,531 CHF | 12,360 CHF | 93.06% | 93.06% |
15/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 357,206 | 99,180 | 49,955 CHF | 14,875 CHF | 91.32% | 91.32% |
14/05/2024 | 6.88% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 361,165 | 100,000 | 50,652 CHF | 15,062 CHF | 95.48% | 95.48% |
13/05/2024 | 7.43% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 391,123 | 100,000 | 50,652 CHF | 13,963 CHF | 95.44% | 95.44% |
10/05/2024 | 8.50% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 448,777 | 100,000 | 50,543 CHF | 12,281 CHF | 97.86% | 97.86% |
08/05/2024 | 9.91% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 405,630 | 100,000 | 38,669 CHF | 10,614 CHF | 100.00% | 100.00% |
07/05/2024 | 9.81% | 0.10 CHF | 0.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 29,137 CHF | 10,712 CHF | 95.73% | 95.73% |
06/05/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 26,902 CHF | 9,967 CHF | 94.79% | 94.79% |
03/05/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 24,324 CHF | 9,108 CHF | 98.64% | 98.64% |
02/05/2024 | 12.42% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 22,745 CHF | 8,582 CHF | 99.12% | 99.12% |