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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 46,454 CHF | 17,985 CHF | 99.17% | 99.17% |
16/05/2024 | 12.00% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 58,978 CHF | 22,159 CHF | 99.17% | 99.17% |
15/05/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,551 CHF | 25,017 CHF | 94.33% | 94.33% |
14/05/2024 | 12.41% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 56,929 CHF | 21,477 CHF | 99.16% | 99.16% |
13/05/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,486 CHF | 22,662 CHF | 98.53% | 98.53% |
10/05/2024 | 13.27% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 52,816 CHF | 20,105 CHF | 99.01% | 99.01% |
08/05/2024 | 16.75% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 42,025 CHF | 16,508 CHF | 98.84% | 98.84% |
07/05/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 68,538 CHF | 25,346 CHF | 97.93% | 97.93% |
06/05/2024 | 11.58% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 61,483 CHF | 22,994 CHF | 99.17% | 99.17% |
03/05/2024 | 10.98% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 65,221 CHF | 24,240 CHF | 99.17% | 99.17% |