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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 14.32% | 0.10 CHF | 0.12 CHF | 299,137 | 50,000 | 325,310 | 50,000 | 30,283 CHF | 5,403 CHF | 96.93% | 96.93% |
13/05/2024 | 18.40% | 0.09 CHF | 0.10 CHF | 336,088 | 50,000 | 355,335 | 50,000 | 28,377 CHF | 4,805 CHF | 87.95% | 87.95% |
10/05/2024 | 20.48% | 0.08 CHF | 0.10 CHF | 352,506 | 50,000 | 383,944 | 50,000 | 28,545 CHF | 4,572 CHF | 99.90% | 99.90% |
08/05/2024 | 18.62% | 0.08 CHF | 0.09 CHF | 382,392 | 50,000 | 374,138 | 50,000 | 28,781 CHF | 4,634 CHF | 93.72% | 93.72% |
07/05/2024 | 18.89% | 0.08 CHF | 0.10 CHF | 359,589 | 50,000 | 379,447 | 50,000 | 29,367 CHF | 4,675 CHF | 93.51% | 93.51% |
06/05/2024 | 18.61% | 0.07 CHF | 0.09 CHF | 409,813 | 50,000 | 412,151 | 50,000 | 28,648 CHF | 4,196 CHF | 86.92% | 86.92% |
03/05/2024 | 19.31% | 0.07 CHF | 0.09 CHF | 392,454 | 50,000 | 417,861 | 50,000 | 29,096 CHF | 4,233 CHF | 94.50% | 94.50% |
02/05/2024 | 24.43% | 0.06 CHF | 0.08 CHF | 461,424 | 50,000 | 410,466 | 50,000 | 28,156 CHF | 4,392 CHF | 91.40% | 91.40% |
30/04/2024 | 20.37% | 0.08 CHF | 0.09 CHF | 405,232 | 50,000 | 436,248 | 50,000 | 29,513 CHF | 4,149 CHF | 100.00% | 100.00% |
29/04/2024 | 19.64% | 0.08 CHF | 0.10 CHF | 386,426 | 50,000 | 406,008 | 50,000 | 29,848 CHF | 4,482 CHF | 74.55% | 74.55% |