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 | 12.46% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 923,687 | 323,687 | 69,682 CHF | 27,570 CHF | 99.48% | 99.48% |
15/05/2024 | 13.13% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 967,046 | 367,046 | 69,552 CHF | 29,852 CHF | 99.51% | 99.51% |
14/05/2024 | 10.92% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 911,803 | 311,803 | 79,165 CHF | 30,095 CHF | 99.16% | 99.16% |
13/05/2024 | 11.48% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 912,448 | 312,448 | 75,047 CHF | 28,804 CHF | 99.03% | 99.03% |
10/05/2024 | 9.21% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 886,280 | 295,427 | 92,129 CHF | 33,664 CHF | 97.87% | 97.87% |
08/05/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 100,033 CHF | 36,345 CHF | 99.52% | 99.52% |
07/05/2024 | 9.94% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 943,702 | 343,702 | 90,571 CHF | 36,249 CHF | 99.65% | 99.65% |
06/05/2024 | 9.95% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 948,381 | 348,381 | 90,777 CHF | 36,646 CHF | 99.55% | 99.55% |
03/05/2024 | 9.19% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 921,561 | 321,561 | 96,257 CHF | 36,615 CHF | 99.49% | 99.49% |
02/05/2024 | 10.92% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 999,220 | 399,220 | 86,881 CHF | 38,698 CHF | 99.13% | 99.13% |