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 | 14.14% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 49,556 CHF | 15,215 CHF | 98.48% | 98.48% |
15/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 52,500 CHF | 16,000 CHF | 98.33% | 98.33% |
14/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 52,500 CHF | 16,000 CHF | 99.36% | 99.36% |
13/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 52,500 CHF | 16,000 CHF | 98.93% | 98.93% |
10/05/2024 | 13.28% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 52,736 CHF | 16,063 CHF | 99.36% | 99.36% |
08/05/2024 | 12.46% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 56,696 CHF | 17,119 CHF | 99.35% | 99.35% |
07/05/2024 | 12.57% | 0.08 CHF | 0.09 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 56,133 CHF | 16,969 CHF | 94.70% | 94.70% |
06/05/2024 | 14.91% | 0.06 CHF | 0.07 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 46,726 CHF | 14,460 CHF | 99.37% | 99.37% |
03/05/2024 | 13.60% | 0.06 CHF | 0.07 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 51,508 CHF | 15,736 CHF | 99.37% | 99.37% |
02/05/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 49,070 CHF | 15,085 CHF | 99.36% | 99.36% |