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 | 10.80% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 717,199 | 239,066 | 62,920 CHF | 23,364 CHF | 95.41% | 95.41% |
15/05/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 60,290 CHF | 22,597 CHF | 98.34% | 98.34% |
14/05/2024 | 13.93% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 884,365 | 294,788 | 59,301 CHF | 22,715 CHF | 98.71% | 98.71% |
13/05/2024 | 12.14% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 763,774 | 254,591 | 59,176 CHF | 22,271 CHF | 87.42% | 87.42% |
10/05/2024 | 8.92% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 621,577 | 207,192 | 66,486 CHF | 24,234 CHF | 99.51% | 99.51% |
08/05/2024 | 8.96% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 630,952 | 210,317 | 67,157 CHF | 24,489 CHF | 98.44% | 98.44% |
07/05/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 618,957 | 206,319 | 67,309 CHF | 24,499 CHF | 99.19% | 99.19% |
06/05/2024 | 11.20% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 770,469 | 256,823 | 65,422 CHF | 24,376 CHF | 99.35% | 99.35% |
03/05/2024 | 11.91% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 887,346 | 295,782 | 70,173 CHF | 26,349 CHF | 99.53% | 99.53% |
02/05/2024 | 9.40% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 797,712 | 266,041 | 81,780 CHF | 29,930 CHF | 99.17% | 99.17% |