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 | 8.75% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 586,271 | 195,424 | 64,066 CHF | 23,309 CHF | 99.17% | 99.17% |
15/05/2024 | 6.79% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,656 CHF | 23,052 CHF | 94.33% | 94.33% |
14/05/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 59,109 CHF | 21,203 CHF | 99.16% | 99.16% |
13/05/2024 | 7.12% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 465,718 | 155,239 | 63,170 CHF | 22,609 CHF | 98.53% | 98.53% |
10/05/2024 | 8.53% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 599,421 | 199,807 | 67,418 CHF | 24,471 CHF | 99.01% | 99.01% |
08/05/2024 | 11.07% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 694,184 | 231,395 | 59,991 CHF | 22,311 CHF | 98.84% | 98.84% |
07/05/2024 | 6.85% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 486,719 | 162,240 | 68,366 CHF | 24,411 CHF | 97.93% | 97.93% |
06/05/2024 | 7.14% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 497,050 | 165,683 | 66,912 CHF | 23,961 CHF | 99.17% | 99.17% |
03/05/2024 | 6.83% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 499,545 | 166,515 | 70,461 CHF | 25,152 CHF | 99.16% | 99.16% |
02/05/2024 | 10.68% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 674,511 | 224,837 | 60,104 CHF | 22,283 CHF | 99.15% | 99.15% |