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 | 12.17% | 0.09 CHF | 0.10 CHF | 253,105 | 50,000 | 245,517 | 50,000 | 22,226 CHF | 5,118 CHF | 99.30% | 99.30% |
15/05/2024 | 12.87% | 0.08 CHF | 0.09 CHF | 254,740 | 50,000 | 286,940 | 49,845 | 21,115 CHF | 4,194 CHF | 97.51% | 97.51% |
14/05/2024 | 16.70% | 0.07 CHF | 0.08 CHF | 297,071 | 50,000 | 302,540 | 49,361 | 19,438 CHF | 3,746 CHF | 99.99% | 99.99% |
13/05/2024 | 18.34% | 0.06 CHF | 0.07 CHF | 353,145 | 50,000 | 352,774 | 50,000 | 18,520 CHF | 3,156 CHF | 100.00% | 100.00% |
10/05/2024 | 15.51% | 0.06 CHF | 0.07 CHF | 314,151 | 50,000 | 332,738 | 50,000 | 19,966 CHF | 3,505 CHF | 100.00% | 100.00% |
08/05/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 317,232 | 50,000 | 308,688 | 50,000 | 19,629 CHF | 3,741 CHF | 100.00% | 100.00% |
07/05/2024 | 14.08% | 0.06 CHF | 0.07 CHF | 352,042 | 50,000 | 299,607 | 50,000 | 22,908 CHF | 4,508 CHF | 77.36% | 77.36% |
06/05/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 315,206 | 50,000 | 299,428 | 50,000 | 22,244 CHF | 4,251 CHF | 100.00% | 100.00% |
03/05/2024 | 12.94% | 0.07 CHF | 0.08 CHF | 284,837 | 50,000 | 259,162 | 50,000 | 21,597 CHF | 4,750 CHF | 98.64% | 98.64% |
02/05/2024 | 12.61% | 0.09 CHF | 0.10 CHF | 264,026 | 50,000 | 259,996 | 50,000 | 22,955 CHF | 5,008 CHF | 99.13% | 99.13% |