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 | 8.74% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 461,987 | 100,000 | 50,570 CHF | 11,951 CHF | 98.66% | 98.66% |
15/05/2024 | 9.87% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 495,229 | 99,252 | 49,105 CHF | 10,864 CHF | 98.80% | 98.80% |
14/05/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 464,662 | 100,000 | 50,497 CHF | 11,898 CHF | 95.53% | 95.53% |
13/05/2024 | 8.34% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 432,835 | 100,000 | 50,459 CHF | 12,697 CHF | 96.98% | 96.98% |
10/05/2024 | 7.67% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 398,732 | 100,000 | 50,617 CHF | 13,723 CHF | 86.88% | 86.88% |
08/05/2024 | 7.52% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 391,323 | 100,000 | 50,687 CHF | 13,968 CHF | 91.43% | 91.43% |
07/05/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 393,422 | 100,000 | 50,666 CHF | 13,931 CHF | 93.95% | 93.95% |
06/05/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 387,834 | 100,000 | 50,678 CHF | 14,082 CHF | 89.14% | 89.14% |
03/05/2024 | 7.19% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 372,163 | 100,000 | 50,547 CHF | 14,621 CHF | 97.93% | 97.93% |
02/05/2024 | 8.84% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 456,522 | 100,000 | 50,583 CHF | 12,112 CHF | 99.40% | 99.40% |