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 | 7.01% | 0.15 CHF | 0.16 CHF | 150,000 | 150,000 | 82,852 | 82,852 | 11,802 CHF | 12,636 CHF | 100.00% | 100.00% |
15/05/2024 | 7.67% | 0.15 CHF | 0.16 CHF | 160,000 | 160,000 | 89,913 | 89,913 | 11,722 CHF | 12,631 CHF | 99.56% | 99.56% |
14/05/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 170,000 | 170,000 | 95,053 | 95,053 | 10,878 CHF | 11,832 CHF | 99.99% | 99.99% |
13/05/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 170,000 | 170,000 | 95,033 | 95,033 | 10,044 CHF | 10,998 CHF | 100.00% | 100.00% |
10/05/2024 | 7.28% | 0.12 CHF | 0.13 CHF | 170,000 | 170,000 | 93,945 | 93,945 | 12,610 CHF | 13,553 CHF | 100.00% | 100.00% |
08/05/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 180,000 | 180,000 | 101,626 | 101,626 | 10,252 CHF | 11,273 CHF | 98.63% | 98.63% |
07/05/2024 | 10.46% | 0.10 CHF | 0.11 CHF | 190,000 | 190,000 | 107,427 | 107,427 | 10,125 CHF | 11,203 CHF | 98.55% | 98.55% |
06/05/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 109,164 | 109,164 | 11,153 CHF | 12,250 CHF | 100.00% | 100.00% |
03/05/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 107,850 | 107,850 | 10,023 CHF | 11,106 CHF | 99.96% | 99.96% |
02/05/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 220,000 | 220,000 | 83,732 | 83,732 | 7,436 CHF | 8,277 CHF | 100.00% | 100.00% |