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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 11.63% | 0.08 CHF | 0.09 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 11,380 CHF | 12,780 CHF | 100.00% | 100.00% |
10/05/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 12,147 CHF | 13,547 CHF | 100.00% | 100.00% |
08/05/2024 | 11.40% | 0.09 CHF | 0.10 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 11,607 CHF | 13,007 CHF | 99.08% | 99.08% |
07/05/2024 | 12.76% | 0.08 CHF | 0.09 CHF | 140,000 | 140,000 | 139,943 | 139,943 | 10,290 CHF | 11,690 CHF | 100.00% | 100.00% |
06/05/2024 | 14.81% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 8,764 CHF | 10,164 CHF | 100.00% | 100.00% |
03/05/2024 | 16.11% | 0.05 CHF | 0.06 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 8,008 CHF | 9,408 CHF | 99.99% | 99.99% |
02/05/2024 | 15.20% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 8,522 CHF | 9,922 CHF | 100.00% | 100.00% |
30/04/2024 | 13.89% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 139,956 | 139,956 | 9,389 CHF | 10,789 CHF | 100.00% | 100.00% |
29/04/2024 | 13.47% | 0.07 CHF | 0.08 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 9,698 CHF | 11,098 CHF | 100.00% | 100.00% |
26/04/2024 | 14.62% | 0.06 CHF | 0.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 8,898 CHF | 10,298 CHF | 99.59% | 99.59% |