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 | 3.73% | 0.27 CHF | 0.28 CHF | 70,000 | 70,000 | 69,912 | 69,912 | 18,468 CHF | 19,168 CHF | 100.00% | 100.00% |
15/05/2024 | 3.79% | 0.27 CHF | 0.28 CHF | 70,000 | 70,000 | 69,874 | 69,874 | 18,162 CHF | 18,862 CHF | 100.00% | 100.00% |
14/05/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 69,961 | 69,961 | 17,813 CHF | 18,513 CHF | 99.99% | 99.99% |
13/05/2024 | 4.30% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 18,229 CHF | 19,029 CHF | 99.83% | 99.83% |
10/05/2024 | 4.55% | 0.20 CHF | 0.21 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 15,085 CHF | 15,785 CHF | 100.00% | 100.00% |
08/05/2024 | 4.42% | 0.24 CHF | 0.25 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 17,696 CHF | 18,496 CHF | 98.93% | 98.93% |
07/05/2024 | 4.61% | 0.21 CHF | 0.22 CHF | 90,000 | 90,000 | 89,833 | 89,833 | 19,171 CHF | 20,071 CHF | 99.90% | 99.90% |
06/05/2024 | 9.46% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,074 CHF | 11,074 CHF | 100.00% | 100.00% |
03/05/2024 | 10.20% | 0.10 CHF | 0.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 9,373 CHF | 10,373 CHF | 99.99% | 99.99% |
02/05/2024 | 12.32% | 0.08 CHF | 0.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 7,618 CHF | 8,618 CHF | 98.52% | 98.52% |