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 | 15.14% | 0.11 CHF | 0.13 CHF | 460,000 | 25,000 | 494,539 | 25,000 | 48,559 CHF | 2,860 CHF | 99.25% | 99.25% |
15/05/2024 | 14.41% | 0.10 CHF | 0.12 CHF | 500,000 | 25,000 | 488,046 | 24,952 | 49,943 CHF | 2,953 CHF | 98.90% | 98.90% |
14/05/2024 | 12.10% | 0.10 CHF | 0.11 CHF | 500,000 | 25,000 | 499,152 | 25,000 | 49,122 CHF | 2,777 CHF | 95.82% | 95.82% |
13/05/2024 | 15.93% | 0.10 CHF | 0.11 CHF | 500,000 | 25,000 | 494,335 | 25,000 | 47,883 CHF | 2,845 CHF | 91.37% | 91.37% |
10/05/2024 | 14.83% | 0.10 CHF | 0.12 CHF | 500,000 | 25,000 | 449,412 | 23,703 | 42,230 CHF | 2,577 CHF | 100.00% | 100.00% |
08/05/2024 | 15.59% | 0.08 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 39,393 CHF | 2,303 CHF | 100.00% | 100.00% |
07/05/2024 | 16.58% | 0.08 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 42,738 CHF | 2,526 CHF | 97.06% | 97.06% |
06/05/2024 | 18.75% | 0.08 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,096 CHF | 2,122 CHF | 96.91% | 96.91% |
03/05/2024 | 17.34% | 0.06 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 33,857 CHF | 2,011 CHF | 97.93% | 97.93% |
02/05/2024 | 22.04% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 32,271 CHF | 4,017 CHF | 99.40% | 99.40% |