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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 11.57% | 0.18 CHF | 0.19 CHF | 122,877 | 50,000 | 127,466 | 49,352 | 20,041 CHF | 8,727 CHF | 98.56% | 98.56% |
13/05/2024 | 11.00% | 0.16 CHF | 0.18 CHF | 132,790 | 50,000 | 128,765 | 50,000 | 20,865 CHF | 9,050 CHF | 100.00% | 100.00% |
10/05/2024 | 9.29% | 0.16 CHF | 0.18 CHF | 132,980 | 50,000 | 130,136 | 50,000 | 22,483 CHF | 9,486 CHF | 93.16% | 93.16% |
08/05/2024 | 12.74% | 0.13 CHF | 0.15 CHF | 150,366 | 50,000 | 147,988 | 50,000 | 20,231 CHF | 7,766 CHF | 99.64% | 99.64% |
07/05/2024 | 11.80% | 0.15 CHF | 0.17 CHF | 145,673 | 50,000 | 145,794 | 50,000 | 21,947 CHF | 8,479 CHF | 92.49% | 92.49% |
06/05/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 177,778 | 50,000 | 173,871 | 50,000 | 18,915 CHF | 5,943 CHF | 100.00% | 100.00% |
03/05/2024 | 9.17% | 0.08 CHF | 0.09 CHF | 200,675 | 50,000 | 180,103 | 50,000 | 18,833 CHF | 5,755 CHF | 90.56% | 90.56% |
02/05/2024 | 12.64% | 0.07 CHF | 0.08 CHF | 246,554 | 50,000 | 225,105 | 50,000 | 16,771 CHF | 4,237 CHF | 97.17% | 97.17% |
30/04/2024 | 10.16% | 0.09 CHF | 0.10 CHF | 201,251 | 50,000 | 206,148 | 50,000 | 19,333 CHF | 5,197 CHF | 100.00% | 100.00% |
29/04/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 234,937 | 50,000 | 230,789 | 50,000 | 18,990 CHF | 4,621 CHF | 100.00% | 100.00% |