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 | 4.14% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 49,908 | 49,908 | 11,854 CHF | 12,354 CHF | 98.22% | 98.22% |
15/05/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 49,911 | 49,911 | 9,996 CHF | 10,496 CHF | 99.02% | 99.02% |
14/05/2024 | 5.58% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 49,970 | 49,970 | 8,751 CHF | 9,251 CHF | 99.26% | 99.26% |
13/05/2024 | 5.81% | 0.17 CHF | 0.18 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,031 CHF | 10,631 CHF | 99.64% | 99.64% |
10/05/2024 | 6.15% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,456 CHF | 10,056 CHF | 100.00% | 100.00% |
08/05/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 9,324 CHF | 10,024 CHF | 98.88% | 98.88% |
07/05/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 70,000 | 70,000 | 69,887 | 69,887 | 7,752 CHF | 8,452 CHF | 99.94% | 99.94% |
06/05/2024 | 8.90% | 0.10 CHF | 0.11 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 7,576 CHF | 8,276 CHF | 99.88% | 99.88% |
03/05/2024 | 11.30% | 0.10 CHF | 0.11 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 7,605 CHF | 8,505 CHF | 100.00% | 100.00% |
02/05/2024 | 11.71% | 0.07 CHF | 0.08 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 7,271 CHF | 8,171 CHF | 100.00% | 100.00% |