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 | 16.17% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 890,425 | 453,801 | 50,607 CHF | 30,322 CHF | 99.24% | 99.24% |
15/05/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 715,038 | 370,791 | 50,470 CHF | 29,886 CHF | 99.39% | 99.39% |
14/05/2024 | 15.30% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 836,364 | 424,131 | 50,511 CHF | 29,856 CHF | 99.17% | 99.17% |
13/05/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 881,434 | 447,119 | 50,716 CHF | 30,185 CHF | 99.39% | 99.39% |
10/05/2024 | 13.83% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 746,366 | 384,368 | 50,183 CHF | 29,713 CHF | 99.39% | 99.39% |
08/05/2024 | 11.62% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 623,849 | 322,536 | 50,605 CHF | 29,381 CHF | 99.39% | 99.39% |
07/05/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 600,910 | 306,054 | 50,744 CHF | 28,900 CHF | 99.25% | 99.25% |
06/05/2024 | 11.99% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 636,602 | 331,034 | 49,921 CHF | 29,265 CHF | 99.22% | 99.22% |
03/05/2024 | 13.25% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 717,247 | 371,955 | 50,561 CHF | 29,941 CHF | 99.29% | 99.29% |
02/05/2024 | 12.97% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 700,264 | 363,649 | 50,488 CHF | 29,858 CHF | 99.38% | 99.38% |