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 | 11.20% | 0.16 CHF | 0.18 CHF | 268,150 | 25,000 | 299,281 | 25,000 | 41,733 CHF | 3,923 CHF | 99.25% | 99.25% |
15/05/2024 | 9.61% | 0.15 CHF | 0.16 CHF | 293,197 | 25,000 | 290,632 | 24,952 | 43,407 CHF | 4,110 CHF | 98.89% | 98.89% |
14/05/2024 | 11.09% | 0.14 CHF | 0.15 CHF | 304,902 | 25,000 | 304,408 | 25,000 | 42,589 CHF | 3,914 CHF | 95.83% | 95.83% |
13/05/2024 | 9.69% | 0.14 CHF | 0.16 CHF | 306,223 | 25,000 | 304,391 | 25,000 | 43,845 CHF | 3,990 CHF | 91.37% | 91.37% |
10/05/2024 | 11.64% | 0.15 CHF | 0.17 CHF | 305,968 | 25,000 | 295,697 | 23,908 | 39,657 CHF | 3,621 CHF | 98.03% | 98.03% |
08/05/2024 | 16.24% | 0.10 CHF | 0.11 CHF | 379,318 | 25,000 | 436,150 | 25,000 | 38,572 CHF | 2,610 CHF | 100.00% | 100.00% |
07/05/2024 | 13.62% | 0.09 CHF | 0.10 CHF | 439,814 | 25,000 | 377,256 | 25,000 | 38,606 CHF | 2,956 CHF | 97.06% | 97.06% |
06/05/2024 | 19.03% | 0.09 CHF | 0.10 CHF | 446,718 | 25,000 | 482,160 | 25,000 | 36,062 CHF | 2,263 CHF | 96.91% | 96.91% |
03/05/2024 | 16.91% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 490,004 | 25,000 | 36,879 CHF | 2,230 CHF | 97.93% | 97.93% |
02/05/2024 | 21.29% | 0.07 CHF | 0.09 CHF | 500,000 | 50,000 | 492,036 | 50,000 | 36,326 CHF | 4,576 CHF | 99.40% | 99.40% |