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 | 6.58% | 0.16 CHF | 0.17 CHF | 110,000 | 110,000 | 64,266 | 64,266 | 9,780 CHF | 10,427 CHF | 100.00% | 100.00% |
15/05/2024 | 7.33% | 0.16 CHF | 0.17 CHF | 120,000 | 120,000 | 66,103 | 66,103 | 9,002 CHF | 9,671 CHF | 99.56% | 99.56% |
14/05/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 76,412 | 76,412 | 8,905 CHF | 9,672 CHF | 99.99% | 99.99% |
13/05/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 76,393 | 76,393 | 8,107 CHF | 8,874 CHF | 100.00% | 100.00% |
10/05/2024 | 6.67% | 0.12 CHF | 0.13 CHF | 130,000 | 130,000 | 70,246 | 70,246 | 10,275 CHF | 10,981 CHF | 100.00% | 100.00% |
08/05/2024 | 9.53% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 75,827 | 75,827 | 7,920 CHF | 8,682 CHF | 98.63% | 98.63% |
07/05/2024 | 9.94% | 0.10 CHF | 0.11 CHF | 130,000 | 130,000 | 76,652 | 76,652 | 7,615 CHF | 8,385 CHF | 98.55% | 98.55% |
06/05/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 76,412 | 76,412 | 8,520 CHF | 9,287 CHF | 100.00% | 100.00% |
03/05/2024 | 9.24% | 0.09 CHF | 0.10 CHF | 130,000 | 130,000 | 75,689 | 75,689 | 7,913 CHF | 8,673 CHF | 99.92% | 99.92% |
02/05/2024 | 9.69% | 0.11 CHF | 0.12 CHF | 130,000 | 130,000 | 50,802 | 50,802 | 5,157 CHF | 5,668 CHF | 99.99% | 99.99% |