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 | 7.68% | 0.13 CHF | 0.14 CHF | 327,851 | 50,000 | 333,490 | 50,000 | 41,773 CHF | 6,768 CHF | 81.26% | 81.26% |
15/05/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 330,648 | 50,000 | 334,239 | 49,611 | 41,164 CHF | 6,606 CHF | 95.72% | 95.72% |
14/05/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 354,764 | 50,000 | 369,546 | 50,000 | 40,187 CHF | 5,940 CHF | 98.41% | 98.41% |
13/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 377,282 | 50,000 | 377,503 | 50,000 | 41,485 CHF | 5,995 CHF | 99.58% | 99.58% |
10/05/2024 | 9.41% | 0.10 CHF | 0.11 CHF | 384,143 | 50,000 | 382,425 | 50,000 | 38,766 CHF | 5,568 CHF | 81.66% | 81.66% |
08/05/2024 | 9.51% | 0.11 CHF | 0.12 CHF | 387,854 | 50,000 | 402,578 | 50,000 | 40,428 CHF | 5,527 CHF | 99.34% | 99.34% |
07/05/2024 | 12.30% | 0.09 CHF | 0.10 CHF | 441,419 | 50,000 | 479,053 | 50,000 | 36,665 CHF | 4,337 CHF | 94.26% | 94.26% |
06/05/2024 | 11.86% | 0.08 CHF | 0.09 CHF | 498,578 | 50,000 | 499,733 | 50,000 | 39,675 CHF | 4,470 CHF | 100.00% | 100.00% |
03/05/2024 | 12.83% | 0.08 CHF | 0.09 CHF | 499,673 | 50,000 | 499,355 | 50,000 | 36,557 CHF | 4,161 CHF | 98.23% | 98.23% |
02/05/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 35,054 CHF | 4,005 CHF | 90.22% | 90.22% |