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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 7.99% | 0.11 CHF | 0.12 CHF | 110,127 | 25,000 | 110,553 | 24,951 | 13,559 CHF | 3,313 CHF | 98.94% | 98.94% |
14/05/2024 | 7.07% | 0.13 CHF | 0.14 CHF | 111,384 | 50,000 | 111,661 | 50,000 | 15,312 CHF | 7,354 CHF | 100.00% | 100.00% |
13/05/2024 | 5.27% | 0.17 CHF | 0.18 CHF | 113,480 | 50,000 | 113,899 | 50,000 | 21,105 CHF | 9,764 CHF | 100.00% | 100.00% |
10/05/2024 | 4.78% | 0.23 CHF | 0.24 CHF | 116,294 | 50,000 | 115,011 | 50,000 | 23,886 CHF | 10,870 CHF | 100.00% | 100.00% |
08/05/2024 | 4.74% | 0.17 CHF | 0.18 CHF | 113,619 | 50,000 | 115,269 | 50,000 | 23,892 CHF | 10,859 CHF | 100.00% | 100.00% |
07/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 115,982 | 50,000 | 116,083 | 50,000 | 26,580 CHF | 11,941 CHF | 98.55% | 98.55% |
06/05/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 108,772 | 50,000 | 52,279 CHF | 24,542 CHF | 100.00% | 100.00% |
03/05/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 105,117 | 50,000 | 52,040 CHF | 25,312 CHF | 98.64% | 98.64% |
02/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,774 CHF | 29,263 CHF | 99.13% | 99.13% |
30/04/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 93,243 | 50,000 | 52,244 CHF | 28,536 CHF | 100.00% | 100.00% |