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 | 11.67% | 0.09 CHF | 0.10 CHF | 98,000 | 98,000 | 97,987 | 97,987 | 7,963 CHF | 8,944 CHF | 100.00% | 100.00% |
15/05/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 99,370 | 99,370 | 11,291 CHF | 12,287 CHF | 100.00% | 100.00% |
14/05/2024 | 9.33% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 99,268 | 99,268 | 10,880 CHF | 11,873 CHF | 100.00% | 100.00% |
13/05/2024 | 2.31% | 0.43 CHF | 0.44 CHF | 108,000 | 108,000 | 107,995 | 107,995 | 46,151 CHF | 47,231 CHF | 99.87% | 99.87% |
10/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 108,000 | 108,000 | 108,399 | 108,399 | 50,524 CHF | 51,608 CHF | 100.00% | 100.00% |
08/05/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110,000 | 110,000 | 109,434 | 109,434 | 52,441 CHF | 53,535 CHF | 98.93% | 98.93% |
07/05/2024 | 1.92% | 0.48 CHF | 0.49 CHF | 110,000 | 110,000 | 109,961 | 109,961 | 56,912 CHF | 58,012 CHF | 99.76% | 99.76% |
06/05/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 110,000 | 110,000 | 110,071 | 110,071 | 57,234 CHF | 58,334 CHF | 100.00% | 100.00% |
03/05/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 111,713 | 111,713 | 62,302 CHF | 63,420 CHF | 99.99% | 99.99% |
02/05/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 112,000 | 112,000 | 112,000 | 112,000 | 63,694 CHF | 64,814 CHF | 98.23% | 98.23% |