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 | 15.74% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 864,915 | 437,134 | 50,627 CHF | 29,948 CHF | 99.25% | 99.25% |
15/05/2024 | 16.27% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 897,246 | 458,485 | 50,646 CHF | 30,458 CHF | 99.39% | 99.39% |
14/05/2024 | 16.50% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 906,620 | 465,354 | 50,427 CHF | 30,531 CHF | 96.01% | 96.01% |
13/05/2024 | 14.08% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 760,464 | 393,488 | 50,232 CHF | 29,926 CHF | 99.39% | 99.39% |
10/05/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 768,553 | 397,758 | 49,933 CHF | 29,808 CHF | 99.39% | 99.39% |
08/05/2024 | 14.48% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 787,465 | 404,155 | 50,428 CHF | 29,932 CHF | 90.34% | 90.34% |
07/05/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 764,400 | 395,573 | 50,160 CHF | 29,913 CHF | 99.24% | 99.24% |
06/05/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 727,424 | 377,045 | 50,459 CHF | 29,926 CHF | 99.22% | 99.22% |
03/05/2024 | 13.50% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 728,410 | 377,750 | 50,339 CHF | 29,885 CHF | 99.39% | 99.39% |
02/05/2024 | 12.88% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 686,687 | 358,164 | 49,861 CHF | 29,598 CHF | 99.39% | 99.39% |