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 | 13.39% | 0.08 CHF | 0.09 CHF | 549,900 | 549,900 | 552,242 | 552,242 | 38,580 CHF | 44,108 CHF | 100.00% | 100.00% |
15/05/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 592,300 | 592,300 | 586,960 | 586,960 | 40,996 CHF | 46,880 CHF | 100.00% | 100.00% |
14/05/2024 | 14.42% | 0.07 CHF | 0.08 CHF | 594,400 | 594,400 | 592,025 | 592,025 | 38,114 CHF | 44,034 CHF | 99.97% | 99.97% |
13/05/2024 | 15.45% | 0.07 CHF | 0.08 CHF | 672,000 | 672,000 | 680,248 | 680,248 | 40,655 CHF | 47,458 CHF | 100.00% | 100.00% |
10/05/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 721,300 | 721,300 | 705,362 | 705,362 | 38,795 CHF | 45,849 CHF | 100.00% | 100.00% |
08/05/2024 | 13.48% | 0.07 CHF | 0.08 CHF | 479,600 | 479,600 | 468,785 | 468,785 | 32,549 CHF | 37,237 CHF | 99.06% | 99.06% |
07/05/2024 | 12.29% | 0.09 CHF | 0.10 CHF | 519,800 | 519,800 | 525,959 | 525,959 | 40,228 CHF | 45,487 CHF | 97.65% | 97.65% |
06/05/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 582,800 | 582,800 | 584,897 | 584,897 | 39,918 CHF | 45,767 CHF | 100.00% | 100.00% |
03/05/2024 | 14.33% | 0.07 CHF | 0.08 CHF | 618,500 | 618,500 | 615,346 | 615,346 | 39,904 CHF | 46,057 CHF | 100.00% | 100.00% |
02/05/2024 | 15.94% | 0.06 CHF | 0.07 CHF | 642,800 | 642,800 | 646,876 | 646,876 | 37,394 CHF | 43,863 CHF | 100.00% | 100.00% |