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 | 11.26% | 0.08 CHF | 0.09 CHF | 540,000 | 540,000 | 539,030 | 539,030 | 45,498 CHF | 50,898 CHF | 99.83% | 99.83% |
14/05/2024 | 9.60% | 0.09 CHF | 0.10 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 50,646 CHF | 55,746 CHF | 99.86% | 99.86% |
13/05/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 51,628 CHF | 57,128 CHF | 100.00% | 100.00% |
10/05/2024 | 10.08% | 0.10 CHF | 0.11 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 52,806 CHF | 58,406 CHF | 100.00% | 100.00% |
08/05/2024 | 8.92% | 0.11 CHF | 0.12 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 54,636 CHF | 59,736 CHF | 99.29% | 99.29% |
07/05/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 560,000 | 560,000 | 559,405 | 559,405 | 55,328 CHF | 60,928 CHF | 100.00% | 100.00% |
06/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 53,877 CHF | 59,877 CHF | 100.00% | 100.00% |
03/05/2024 | 9.30% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 51,700 CHF | 56,700 CHF | 98.77% | 98.77% |
02/05/2024 | 7.15% | 0.14 CHF | 0.15 CHF | 430,000 | 430,000 | 430,000 | 430,000 | 58,007 CHF | 62,307 CHF | 100.00% | 100.00% |
30/04/2024 | 7.11% | 0.16 CHF | 0.17 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 69,476 CHF | 74,576 CHF | 99.76% | 99.76% |