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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 17.61% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 12,485 CHF | 14,885 CHF | 100.00% | 100.00% |
10/05/2024 | 16.46% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 13,393 CHF | 15,793 CHF | 100.00% | 100.00% |
08/05/2024 | 15.66% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 239,945 | 239,945 | 14,133 CHF | 16,533 CHF | 99.06% | 99.06% |
07/05/2024 | 16.83% | 0.06 CHF | 0.07 CHF | 240,000 | 240,000 | 239,689 | 239,689 | 13,097 CHF | 15,497 CHF | 99.66% | 99.66% |
06/05/2024 | 19.23% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 11,308 CHF | 13,708 CHF | 100.00% | 100.00% |
03/05/2024 | 18.90% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 11,503 CHF | 13,903 CHF | 99.99% | 99.99% |
02/05/2024 | 18.39% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 11,862 CHF | 14,262 CHF | 100.00% | 100.00% |
30/04/2024 | 20.08% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 10,755 CHF | 13,155 CHF | 100.00% | 100.00% |
29/04/2024 | 18.39% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 239,920 | 239,920 | 11,857 CHF | 14,257 CHF | 100.00% | 100.00% |
26/04/2024 | 18.33% | 0.05 CHF | 0.06 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 11,899 CHF | 14,299 CHF | 99.62% | 99.62% |