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 | 10.00% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 488,343 | 75,000 | 49,418 CHF | 8,403 CHF | 98.70% | 98.70% |
15/05/2024 | 10.49% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 481,129 | 74,208 | 45,688 CHF | 7,860 CHF | 94.94% | 94.94% |
14/05/2024 | 30.91% | 0.05 CHF | 0.07 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 2,131 CHF | 2,893 CHF | 96.64% | 96.64% |
13/05/2024 | 10.09% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 496,748 | 75,000 | 49,475 CHF | 8,268 CHF | 95.93% | 95.93% |
10/05/2024 | 7.71% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 382,757 | 75,000 | 50,589 CHF | 10,727 CHF | 80.90% | 80.90% |
08/05/2024 | 7.94% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 401,621 | 75,000 | 50,508 CHF | 10,258 CHF | 58.65% | 58.65% |
07/05/2024 | 10.18% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 429,846 | 71,548 | 46,174 CHF | 8,489 CHF | 95.75% | 95.75% |
06/05/2024 | 8.85% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 446,509 | 75,000 | 50,474 CHF | 9,288 CHF | 97.26% | 97.26% |
03/05/2024 | 8.54% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 438,861 | 75,000 | 50,543 CHF | 9,439 CHF | 95.82% | 95.82% |
02/05/2024 | 8.71% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 449,096 | 75,000 | 50,263 CHF | 9,199 CHF | 99.13% | 99.13% |