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 | 9.91% | 0.11 CHF | 0.12 CHF | 406,285 | 50,000 | 409,338 | 50,000 | 43,585 CHF | 5,884 CHF | 92.92% | 92.92% |
15/05/2024 | 8.36% | 0.13 CHF | 0.14 CHF | 380,398 | 50,000 | 360,391 | 49,728 | 46,875 CHF | 7,047 CHF | 89.57% | 89.57% |
14/05/2024 | 9.42% | 0.11 CHF | 0.12 CHF | 384,154 | 50,000 | 368,318 | 48,548 | 42,559 CHF | 6,142 CHF | 92.30% | 92.30% |
13/05/2024 | 15.89% | 0.11 CHF | 0.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,919 CHF | 3,422 CHF | 80.31% | 80.31% |
10/05/2024 | 17.63% | 0.09 CHF | 0.11 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 3,991 CHF | 4,759 CHF | 99.31% | 99.31% |
08/05/2024 | 24.41% | 0.07 CHF | 0.09 CHF | 25,000 | 25,000 | 34,046 | 25,540 | 2,782 CHF | 2,483 CHF | 92.53% | 92.53% |
07/05/2024 | 8.47% | 0.13 CHF | 0.14 CHF | 377,334 | 75,000 | 399,561 | 75,000 | 47,266 CHF | 9,680 CHF | 87.13% | 87.13% |
06/05/2024 | 8.39% | 0.11 CHF | 0.12 CHF | 446,789 | 50,000 | 415,327 | 50,000 | 47,872 CHF | 6,268 CHF | 93.80% | 93.80% |
03/05/2024 | 8.32% | 0.12 CHF | 0.13 CHF | 381,602 | 75,000 | 405,062 | 75,000 | 46,770 CHF | 9,446 CHF | 81.11% | 81.11% |
02/05/2024 | 13.16% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 35,967 CHF | 6,145 CHF | 80.58% | 80.58% |