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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 10.76% | 0.10 CHF | 0.11 CHF | 431,668 | 25,000 | 461,936 | 25,000 | 40,733 CHF | 2,455 CHF | 99.90% | 99.90% |
13/05/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 468,552 | 25,000 | 461,176 | 25,000 | 41,315 CHF | 2,490 CHF | 90.07% | 90.07% |
10/05/2024 | 9.95% | 0.09 CHF | 0.10 CHF | 430,876 | 25,000 | 435,100 | 25,000 | 41,678 CHF | 2,644 CHF | 100.00% | 100.00% |
08/05/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 467,829 | 25,000 | 445,800 | 25,000 | 40,980 CHF | 2,552 CHF | 100.00% | 100.00% |
07/05/2024 | 11.23% | 0.09 CHF | 0.10 CHF | 471,857 | 25,000 | 480,487 | 25,000 | 40,487 CHF | 2,358 CHF | 96.44% | 96.44% |
06/05/2024 | 12.30% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 38,302 CHF | 2,165 CHF | 100.00% | 100.00% |
03/05/2024 | 12.98% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 498,775 | 25,000 | 36,046 CHF | 2,057 CHF | 86.51% | 86.51% |
02/05/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 34,916 CHF | 1,996 CHF | 99.10% | 99.10% |
30/04/2024 | 13.90% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 33,618 CHF | 1,931 CHF | 99.90% | 99.90% |
29/04/2024 | 14.68% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 31,728 CHF | 3,673 CHF | 99.53% | 99.53% |