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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 10.64% | 0.07 CHF | 0.08 CHF | 220,000 | 220,000 | 217,076 | 217,076 | 20,357 CHF | 22,540 CHF | 100.00% | 100.00% |
14/05/2024 | 10.81% | 0.12 CHF | 0.13 CHF | 220,000 | 220,000 | 227,616 | 227,616 | 21,915 CHF | 24,195 CHF | 100.00% | 100.00% |
13/05/2024 | 20.12% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,928 CHF | 13,328 CHF | 100.00% | 100.00% |
10/05/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 12,271 CHF | 14,671 CHF | 100.00% | 100.00% |
08/05/2024 | 17.11% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 239,945 | 239,945 | 12,839 CHF | 15,239 CHF | 99.06% | 99.06% |
07/05/2024 | 17.83% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 239,572 | 239,572 | 12,305 CHF | 14,705 CHF | 99.63% | 99.63% |
06/05/2024 | 21.02% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,269 CHF | 12,669 CHF | 100.00% | 100.00% |
03/05/2024 | 20.58% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,475 CHF | 12,875 CHF | 100.00% | 100.00% |
02/05/2024 | 19.33% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 11,246 CHF | 13,646 CHF | 100.00% | 100.00% |
30/04/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 9,607 CHF | 12,007 CHF | 100.00% | 100.00% |