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 | 11.29% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 41,924 CHF | 9,385 CHF | 93.06% | 93.06% |
15/05/2024 | 8.99% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 474,214 | 99,180 | 50,387 CHF | 11,546 CHF | 91.32% | 91.32% |
14/05/2024 | 9.13% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 481,154 | 100,000 | 50,276 CHF | 11,471 CHF | 95.48% | 95.48% |
13/05/2024 | 10.06% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 47,349 CHF | 10,470 CHF | 94.60% | 94.60% |
10/05/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 41,316 CHF | 9,263 CHF | 97.86% | 97.86% |
08/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,024 CHF | 8,005 CHF | 100.00% | 100.00% |
07/05/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,129 CHF | 8,026 CHF | 96.76% | 96.76% |
06/05/2024 | 13.86% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 33,717 CHF | 7,743 CHF | 94.79% | 94.79% |
03/05/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,990 CHF | 6,998 CHF | 98.64% | 98.64% |
02/05/2024 | 16.36% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,258 CHF | 6,652 CHF | 99.12% | 99.12% |