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 | 7.73% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 863,841 | 287,947 | 107,496 CHF | 38,712 CHF | 99.27% | 99.27% |
15/05/2024 | 6.52% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 765,494 | 255,165 | 113,793 CHF | 40,483 CHF | 99.12% | 99.12% |
14/05/2024 | 6.68% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 848,901 | 282,967 | 122,613 CHF | 43,701 CHF | 99.27% | 99.27% |
13/05/2024 | 7.44% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 865,050 | 288,381 | 113,313 CHF | 40,660 CHF | 98.75% | 98.75% |
10/05/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 79,592 CHF | 29,531 CHF | 99.27% | 99.27% |
08/05/2024 | 11.12% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 76,716 CHF | 28,572 CHF | 99.27% | 99.27% |
07/05/2024 | 9.36% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 299,998 | 92,044 CHF | 33,681 CHF | 98.03% | 98.03% |
06/05/2024 | 8.64% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 100,197 CHF | 36,399 CHF | 99.27% | 99.27% |
03/05/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 299,953 | 100,660 CHF | 36,548 CHF | 99.11% | 99.11% |
02/05/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 117,551 CHF | 42,184 CHF | 99.24% | 99.24% |