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 | 9.88% | 0.10 CHF | 0.11 CHF | 436,642 | 75,000 | 436,501 | 75,000 | 42,090 CHF | 7,982 CHF | 99.32% | 99.32% |
15/05/2024 | 10.40% | 0.10 CHF | 0.11 CHF | 437,306 | 75,000 | 462,132 | 74,759 | 42,140 CHF | 7,571 CHF | 94.23% | 94.23% |
14/05/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 436,530 | 75,000 | 443,663 | 75,000 | 40,585 CHF | 7,611 CHF | 79.42% | 79.42% |
13/05/2024 | 10.96% | 0.09 CHF | 0.10 CHF | 491,450 | 75,000 | 490,170 | 75,000 | 42,415 CHF | 7,238 CHF | 68.56% | 68.56% |
10/05/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 450,105 | 75,000 | 440,823 | 75,000 | 41,863 CHF | 7,881 CHF | 98.36% | 98.36% |
08/05/2024 | 8.28% | 0.11 CHF | 0.12 CHF | 396,333 | 75,000 | 398,091 | 75,000 | 46,182 CHF | 9,451 CHF | 100.00% | 100.00% |
07/05/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 392,294 | 75,000 | 396,777 | 75,000 | 46,594 CHF | 9,558 CHF | 98.73% | 98.73% |
06/05/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 394,268 | 75,000 | 395,995 | 75,000 | 43,920 CHF | 9,068 CHF | 97.40% | 97.40% |
03/05/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 396,907 | 75,000 | 398,083 | 75,000 | 45,086 CHF | 9,244 CHF | 91.90% | 91.90% |
02/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 425,017 | 75,000 | 425,017 | 75,000 | 46,752 CHF | 9,000 CHF | 95.57% | 95.57% |