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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 10.64% | 0.15 CHF | 0.17 CHF | 272,170 | 50,000 | 287,878 | 50,000 | 41,526 CHF | 8,041 CHF | 96.93% | 96.93% |
13/05/2024 | 11.86% | 0.14 CHF | 0.16 CHF | 298,139 | 50,000 | 309,346 | 50,000 | 40,290 CHF | 7,336 CHF | 87.95% | 87.95% |
10/05/2024 | 9.89% | 0.13 CHF | 0.15 CHF | 308,003 | 50,000 | 326,086 | 50,000 | 40,529 CHF | 6,866 CHF | 99.90% | 99.90% |
08/05/2024 | 12.01% | 0.12 CHF | 0.14 CHF | 323,039 | 50,000 | 322,647 | 50,000 | 40,465 CHF | 7,078 CHF | 93.72% | 93.72% |
07/05/2024 | 11.95% | 0.13 CHF | 0.15 CHF | 317,527 | 50,000 | 324,396 | 50,000 | 40,550 CHF | 7,045 CHF | 92.93% | 92.93% |
06/05/2024 | 13.50% | 0.11 CHF | 0.13 CHF | 345,631 | 50,000 | 345,874 | 50,000 | 39,189 CHF | 6,482 CHF | 86.92% | 86.92% |
03/05/2024 | 10.80% | 0.12 CHF | 0.13 CHF | 336,902 | 50,000 | 351,735 | 50,000 | 40,375 CHF | 6,410 CHF | 94.51% | 94.51% |
02/05/2024 | 9.06% | 0.11 CHF | 0.12 CHF | 378,088 | 50,000 | 348,835 | 50,000 | 40,947 CHF | 6,432 CHF | 91.45% | 91.45% |
30/04/2024 | 12.19% | 0.12 CHF | 0.14 CHF | 346,718 | 50,000 | 361,772 | 50,000 | 40,534 CHF | 6,337 CHF | 100.00% | 100.00% |
29/04/2024 | 13.35% | 0.13 CHF | 0.14 CHF | 329,925 | 50,000 | 348,835 | 50,000 | 40,520 CHF | 6,642 CHF | 74.55% | 74.55% |