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 | 9.78% | 0.12 CHF | 0.14 CHF | 216,869 | 50,000 | 222,959 | 50,000 | 26,617 CHF | 6,592 CHF | 97.72% | 97.72% |
15/05/2024 | 8.26% | 0.13 CHF | 0.14 CHF | 218,025 | 50,000 | 215,231 | 49,760 | 26,857 CHF | 6,744 CHF | 98.90% | 98.90% |
14/05/2024 | 8.79% | 0.11 CHF | 0.13 CHF | 228,109 | 50,000 | 223,918 | 50,000 | 26,252 CHF | 6,402 CHF | 100.00% | 100.00% |
13/05/2024 | 11.22% | 0.10 CHF | 0.12 CHF | 245,589 | 50,000 | 235,578 | 50,000 | 25,861 CHF | 6,157 CHF | 100.00% | 100.00% |
10/05/2024 | 10.49% | 0.11 CHF | 0.12 CHF | 234,795 | 50,000 | 219,152 | 50,000 | 27,061 CHF | 6,862 CHF | 100.00% | 100.00% |
08/05/2024 | 9.18% | 0.12 CHF | 0.13 CHF | 232,716 | 50,000 | 221,671 | 50,000 | 27,282 CHF | 6,782 CHF | 98.83% | 98.83% |
07/05/2024 | 10.14% | 0.13 CHF | 0.14 CHF | 219,934 | 50,000 | 232,339 | 50,000 | 27,494 CHF | 6,547 CHF | 97.06% | 97.06% |
06/05/2024 | 10.14% | 0.11 CHF | 0.12 CHF | 234,327 | 50,000 | 232,172 | 50,000 | 26,390 CHF | 6,298 CHF | 100.00% | 100.00% |
03/05/2024 | 9.17% | 0.13 CHF | 0.14 CHF | 223,490 | 50,000 | 228,629 | 50,000 | 28,141 CHF | 6,754 CHF | 97.94% | 97.94% |
02/05/2024 | 12.32% | 0.11 CHF | 0.12 CHF | 240,602 | 50,000 | 240,357 | 50,000 | 27,108 CHF | 6,387 CHF | 99.40% | 99.40% |