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 | 12.88% | 0.09 CHF | 0.10 CHF | 333,663 | 50,000 | 307,873 | 50,000 | 29,077 CHF | 5,386 CHF | 99.25% | 99.25% |
15/05/2024 | 12.45% | 0.11 CHF | 0.13 CHF | 275,003 | 50,000 | 282,765 | 49,447 | 30,122 CHF | 5,977 CHF | 98.90% | 98.90% |
14/05/2024 | 10.06% | 0.12 CHF | 0.13 CHF | 259,011 | 50,000 | 263,016 | 50,000 | 31,624 CHF | 6,656 CHF | 100.00% | 100.00% |
13/05/2024 | 12.17% | 0.10 CHF | 0.11 CHF | 313,067 | 50,000 | 318,866 | 50,000 | 29,057 CHF | 5,150 CHF | 100.00% | 100.00% |
10/05/2024 | 13.28% | 0.08 CHF | 0.10 CHF | 337,899 | 50,000 | 336,075 | 50,000 | 30,099 CHF | 5,119 CHF | 100.00% | 100.00% |
08/05/2024 | 10.77% | 0.09 CHF | 0.10 CHF | 354,598 | 50,000 | 318,428 | 50,000 | 31,829 CHF | 5,597 CHF | 98.86% | 98.86% |
07/05/2024 | 12.09% | 0.12 CHF | 0.13 CHF | 285,348 | 50,000 | 299,002 | 50,000 | 32,188 CHF | 6,075 CHF | 96.43% | 96.43% |
06/05/2024 | 10.93% | 0.10 CHF | 0.11 CHF | 329,439 | 50,000 | 302,477 | 50,000 | 32,250 CHF | 5,956 CHF | 100.00% | 100.00% |
03/05/2024 | 11.95% | 0.11 CHF | 0.12 CHF | 307,522 | 50,000 | 278,037 | 50,000 | 33,309 CHF | 6,773 CHF | 97.93% | 97.93% |
02/05/2024 | 9.73% | 0.12 CHF | 0.14 CHF | 274,811 | 50,000 | 265,580 | 50,000 | 34,903 CHF | 7,246 CHF | 99.36% | 99.36% |