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 | 6.54% | 0.18 CHF | 0.19 CHF | 750,000 | 100,000 | 793,661 | 100,000 | 117,821 CHF | 15,963 CHF | 99.17% | 99.17% |
15/05/2024 | 6.02% | 0.15 CHF | 0.16 CHF | 750,000 | 100,000 | 763,200 | 100,000 | 123,067 CHF | 17,156 CHF | 99.17% | 99.17% |
14/05/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 900,000 | 100,000 | 804,635 | 100,000 | 122,436 CHF | 16,265 CHF | 99.15% | 99.15% |
13/05/2024 | 6.29% | 0.15 CHF | 0.16 CHF | 900,000 | 100,000 | 839,603 | 100,000 | 129,451 CHF | 16,519 CHF | 98.58% | 98.58% |
10/05/2024 | 6.47% | 0.16 CHF | 0.17 CHF | 750,000 | 100,000 | 876,095 | 99,988 | 131,282 CHF | 16,015 CHF | 99.17% | 99.17% |
08/05/2024 | 11.15% | 0.10 CHF | 0.11 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 76,810 CHF | 9,534 CHF | 99.17% | 99.17% |
07/05/2024 | 9.63% | 0.08 CHF | 0.09 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 89,932 CHF | 10,993 CHF | 97.94% | 97.94% |
06/05/2024 | 12.70% | 0.08 CHF | 0.09 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 66,661 CHF | 8,407 CHF | 99.17% | 99.17% |
03/05/2024 | 12.66% | 0.07 CHF | 0.08 CHF | 900,000 | 100,000 | 899,985 | 100,000 | 66,837 CHF | 8,426 CHF | 99.16% | 99.16% |
02/05/2024 | 12.44% | 0.08 CHF | 0.09 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 68,175 CHF | 8,575 CHF | 99.15% | 99.15% |