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 | 8.50% | 0.27 CHF | 0.29 CHF | 70,000 | 70,000 | 69,897 | 69,897 | 19,778 CHF | 21,528 CHF | 100.00% | 100.00% |
15/05/2024 | 11.31% | 0.30 CHF | 0.32 CHF | 70,000 | 70,000 | 69,865 | 69,865 | 14,443 CHF | 16,136 CHF | 100.00% | 100.00% |
14/05/2024 | 14.13% | 0.14 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 11,080 CHF | 12,760 CHF | 99.98% | 99.98% |
13/05/2024 | 12.90% | 0.18 CHF | 0.20 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 12,226 CHF | 13,906 CHF | 99.45% | 99.45% |
10/05/2024 | 10.83% | 0.24 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 14,901 CHF | 16,598 CHF | 100.00% | 100.00% |
08/05/2024 | 11.85% | 0.18 CHF | 0.20 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 13,375 CHF | 15,055 CHF | 98.93% | 98.93% |
07/05/2024 | 12.78% | 0.18 CHF | 0.20 CHF | 70,000 | 70,000 | 69,940 | 69,940 | 12,335 CHF | 14,015 CHF | 99.75% | 99.75% |
06/05/2024 | 13.42% | 0.17 CHF | 0.19 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 11,706 CHF | 13,386 CHF | 100.00% | 100.00% |
03/05/2024 | 15.10% | 0.18 CHF | 0.20 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 10,412 CHF | 12,092 CHF | 99.92% | 99.92% |
02/05/2024 | 13.62% | 0.13 CHF | 0.15 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 11,585 CHF | 13,256 CHF | 98.49% | 98.49% |