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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 8.68% | 0.16 CHF | 0.17 CHF | 206,428 | 50,000 | 212,703 | 49,760 | 33,159 CHF | 8,463 CHF | 98.90% | 98.90% |
14/05/2024 | 7.53% | 0.15 CHF | 0.16 CHF | 217,877 | 50,000 | 220,063 | 50,000 | 32,569 CHF | 7,983 CHF | 100.00% | 100.00% |
13/05/2024 | 8.05% | 0.14 CHF | 0.15 CHF | 238,351 | 50,000 | 229,607 | 50,000 | 32,725 CHF | 7,730 CHF | 100.00% | 100.00% |
10/05/2024 | 8.01% | 0.14 CHF | 0.16 CHF | 227,823 | 50,000 | 213,388 | 50,000 | 33,312 CHF | 8,465 CHF | 100.00% | 100.00% |
08/05/2024 | 7.10% | 0.15 CHF | 0.16 CHF | 229,160 | 50,000 | 216,914 | 50,000 | 33,612 CHF | 8,358 CHF | 100.00% | 100.00% |
07/05/2024 | 6.51% | 0.16 CHF | 0.17 CHF | 215,748 | 50,000 | 228,708 | 50,000 | 34,502 CHF | 8,052 CHF | 96.43% | 96.43% |
06/05/2024 | 8.52% | 0.14 CHF | 0.15 CHF | 230,823 | 50,000 | 226,713 | 50,000 | 32,956 CHF | 7,918 CHF | 100.00% | 100.00% |
03/05/2024 | 7.53% | 0.16 CHF | 0.17 CHF | 221,916 | 50,000 | 223,213 | 50,000 | 34,550 CHF | 8,352 CHF | 97.94% | 97.94% |
02/05/2024 | 7.77% | 0.14 CHF | 0.15 CHF | 233,326 | 50,000 | 230,319 | 50,000 | 33,850 CHF | 7,946 CHF | 99.40% | 99.40% |
30/04/2024 | 6.51% | 0.16 CHF | 0.17 CHF | 218,495 | 50,000 | 214,396 | 50,000 | 33,746 CHF | 8,402 CHF | 100.00% | 100.00% |