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 | 15.25% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 299,562 | 299,562 | 18,202 CHF | 21,202 CHF | 100.00% | 100.00% |
15/05/2024 | 14.09% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 299,445 | 299,445 | 19,838 CHF | 22,838 CHF | 99.44% | 99.44% |
14/05/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 21,111 CHF | 24,111 CHF | 99.89% | 99.89% |
13/05/2024 | 12.95% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 21,679 CHF | 24,679 CHF | 99.45% | 99.45% |
10/05/2024 | 13.66% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 20,468 CHF | 23,468 CHF | 100.00% | 100.00% |
08/05/2024 | 11.07% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 25,636 CHF | 28,636 CHF | 99.29% | 99.29% |
07/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 26,916 CHF | 29,916 CHF | 100.00% | 100.00% |
06/05/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 26,346 CHF | 29,346 CHF | 100.00% | 100.00% |
03/05/2024 | 8.94% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 32,090 CHF | 35,090 CHF | 98.17% | 98.17% |
02/05/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 32,506 CHF | 35,506 CHF | 100.00% | 100.00% |