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 | 13.14% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 747,376 | 249,125 | 53,228 CHF | 20,234 CHF | 95.42% | 95.42% |
15/05/2024 | 10.73% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 622,072 | 207,357 | 54,824 CHF | 20,348 CHF | 98.32% | 98.32% |
14/05/2024 | 8.40% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 68,606 CHF | 24,869 CHF | 98.80% | 98.80% |
13/05/2024 | 9.54% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 60,130 CHF | 22,043 CHF | 87.42% | 87.42% |
10/05/2024 | 13.13% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 53,535 CHF | 20,345 CHF | 99.56% | 99.56% |
08/05/2024 | 11.55% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 744,104 | 248,035 | 60,785 CHF | 22,742 CHF | 98.53% | 98.53% |
07/05/2024 | 11.60% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 749,386 | 249,795 | 60,924 CHF | 22,806 CHF | 99.23% | 99.23% |
06/05/2024 | 8.38% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 629,659 | 209,886 | 73,306 CHF | 26,534 CHF | 99.36% | 99.36% |
03/05/2024 | 6.55% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 88,840 CHF | 31,613 CHF | 99.23% | 99.23% |
02/05/2024 | 5.95% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 599,092 | 199,697 | 97,996 CHF | 34,662 CHF | 99.16% | 99.16% |