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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 9.30% | 0.23 CHF | 0.26 CHF | 124,170 | 50,000 | 125,026 | 49,760 | 28,694 CHF | 12,533 CHF | 98.90% | 98.90% |
14/05/2024 | 8.77% | 0.21 CHF | 0.23 CHF | 129,564 | 50,000 | 129,023 | 50,000 | 27,790 CHF | 11,768 CHF | 100.00% | 100.00% |
13/05/2024 | 7.37% | 0.19 CHF | 0.20 CHF | 136,442 | 50,000 | 133,367 | 50,000 | 27,007 CHF | 10,927 CHF | 100.00% | 100.00% |
10/05/2024 | 8.07% | 0.21 CHF | 0.22 CHF | 133,415 | 50,000 | 127,625 | 50,000 | 29,146 CHF | 12,402 CHF | 100.00% | 100.00% |
08/05/2024 | 6.83% | 0.21 CHF | 0.23 CHF | 132,398 | 50,000 | 129,815 | 50,000 | 29,037 CHF | 12,048 CHF | 98.83% | 98.83% |
07/05/2024 | 5.49% | 0.23 CHF | 0.25 CHF | 129,564 | 50,000 | 132,879 | 50,000 | 28,364 CHF | 11,282 CHF | 97.06% | 97.06% |
06/05/2024 | 6.02% | 0.20 CHF | 0.21 CHF | 139,380 | 50,000 | 135,744 | 50,000 | 28,316 CHF | 11,083 CHF | 100.00% | 100.00% |
03/05/2024 | 5.21% | 0.23 CHF | 0.24 CHF | 132,441 | 50,000 | 134,185 | 50,000 | 29,817 CHF | 11,723 CHF | 97.94% | 97.94% |
02/05/2024 | 5.36% | 0.20 CHF | 0.21 CHF | 143,409 | 50,000 | 140,509 | 50,000 | 29,340 CHF | 11,019 CHF | 99.40% | 99.40% |
30/04/2024 | 7.77% | 0.23 CHF | 0.24 CHF | 133,520 | 50,000 | 130,341 | 50,000 | 29,654 CHF | 12,304 CHF | 97.17% | 97.17% |