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 | 10.64% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,451 CHF | 4,951 CHF | 99.75% | 99.75% |
15/05/2024 | 10.26% | 0.09 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,633 CHF | 5,133 CHF | 100.00% | 100.00% |
14/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,010 CHF | 5,510 CHF | 100.00% | 100.00% |
13/05/2024 | 8.02% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,985 CHF | 6,485 CHF | 100.00% | 100.00% |
10/05/2024 | 7.50% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,456 CHF | 6,956 CHF | 100.00% | 100.00% |
08/05/2024 | 7.48% | 0.11 CHF | 0.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,449 CHF | 6,949 CHF | 100.00% | 100.00% |
07/05/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,886 CHF | 7,386 CHF | 99.75% | 99.75% |
06/05/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,898 CHF | 12,398 CHF | 99.51% | 99.51% |
03/05/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,241 CHF | 12,741 CHF | 99.72% | 99.72% |
02/05/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,877 CHF | 14,377 CHF | 100.00% | 100.00% |