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 | 14.47% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 599,146 | 599,146 | 38,655 CHF | 44,655 CHF | 100.00% | 100.00% |
15/05/2024 | 13.29% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 598,915 | 598,915 | 42,277 CHF | 48,277 CHF | 100.00% | 100.00% |
14/05/2024 | 12.65% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 44,473 CHF | 50,473 CHF | 99.97% | 99.97% |
13/05/2024 | 11.47% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 49,350 CHF | 55,350 CHF | 100.00% | 100.00% |
10/05/2024 | 10.89% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 52,112 CHF | 58,112 CHF | 100.00% | 100.00% |
08/05/2024 | 10.13% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 599,765 | 599,765 | 56,251 CHF | 62,251 CHF | 99.29% | 99.29% |
07/05/2024 | 10.05% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 599,415 | 599,415 | 56,770 CHF | 62,770 CHF | 99.81% | 99.81% |
06/05/2024 | 9.36% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 61,147 CHF | 67,147 CHF | 100.00% | 100.00% |
03/05/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 62,921 CHF | 68,921 CHF | 98.76% | 98.76% |
02/05/2024 | 9.62% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 59,381 CHF | 65,381 CHF | 99.99% | 99.99% |