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 | 8.81% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 81,982 CHF | 29,827 CHF | 99.11% | 99.11% |
15/05/2024 | 8.60% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 83,607 CHF | 30,369 CHF | 99.72% | 99.72% |
14/05/2024 | 9.37% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 76,401 CHF | 27,967 CHF | 99.59% | 99.59% |
13/05/2024 | 9.54% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 75,002 CHF | 27,501 CHF | 98.60% | 98.60% |
10/05/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,018 | 250,006 | 75,147 CHF | 27,549 CHF | 99.34% | 99.34% |
08/05/2024 | 9.86% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 873,316 | 291,105 | 84,286 CHF | 31,006 CHF | 94.71% | 94.71% |
07/05/2024 | 10.29% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 879,228 | 293,076 | 81,124 CHF | 29,972 CHF | 98.02% | 98.02% |
06/05/2024 | 11.31% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 900,325 | 300,325 | 75,389 CHF | 28,148 CHF | 95.32% | 95.32% |
03/05/2024 | 11.09% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 936,716 | 336,716 | 79,875 CHF | 31,948 CHF | 98.62% | 98.62% |
02/05/2024 | 9.55% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 901,040 | 301,040 | 90,252 CHF | 33,157 CHF | 99.41% | 99.41% |