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 | 11.24% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 237,474 | 237,330 | 20,039 CHF | 22,398 CHF | 98.53% | 98.53% |
10/05/2024 | 12.60% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 249,973 | 250,000 | 18,706 CHF | 21,208 CHF | 99.17% | 99.17% |
08/05/2024 | 11.96% | 0.08 CHF | 0.09 CHF | 250,000 | 250,000 | 250,000 | 249,943 | 19,857 CHF | 22,352 CHF | 99.17% | 99.17% |
07/05/2024 | 11.66% | 0.09 CHF | 0.10 CHF | 250,000 | 250,000 | 295,914 | 249,870 | 24,054 CHF | 22,773 CHF | 97.94% | 97.94% |
06/05/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 249,921 | 55,725 CHF | 21,069 CHF | 99.04% | 99.04% |
03/05/2024 | 12.13% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 58,718 CHF | 22,073 CHF | 99.16% | 99.16% |
02/05/2024 | 11.73% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,609 CHF | 22,703 CHF | 99.14% | 99.14% |
30/04/2024 | 12.46% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 56,805 CHF | 21,435 CHF | 99.17% | 99.17% |
29/04/2024 | 11.12% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 64,026 CHF | 23,842 CHF | 99.17% | 99.17% |
26/04/2024 | 11.07% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 64,232 CHF | 23,911 CHF | 99.17% | 99.17% |