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 | 15.41% | 0.11 CHF | 0.13 CHF | 330,676 | 50,000 | 330,652 | 50,000 | 36,372 CHF | 6,421 CHF | 99.02% | 99.02% |
15/05/2024 | 14.86% | 0.11 CHF | 0.13 CHF | 320,450 | 50,000 | 320,891 | 49,495 | 36,019 CHF | 6,439 CHF | 98.90% | 98.90% |
14/05/2024 | 11.23% | 0.11 CHF | 0.13 CHF | 319,605 | 50,000 | 319,130 | 50,000 | 37,102 CHF | 6,500 CHF | 100.00% | 100.00% |
13/05/2024 | 10.86% | 0.12 CHF | 0.13 CHF | 313,400 | 50,000 | 316,123 | 50,000 | 37,013 CHF | 6,524 CHF | 100.00% | 100.00% |
10/05/2024 | 10.82% | 0.12 CHF | 0.14 CHF | 313,714 | 50,000 | 313,615 | 50,000 | 37,634 CHF | 6,691 CHF | 100.00% | 100.00% |
08/05/2024 | 12.08% | 0.12 CHF | 0.13 CHF | 322,272 | 50,000 | 310,347 | 50,000 | 37,238 CHF | 6,775 CHF | 98.83% | 98.83% |
07/05/2024 | 15.96% | 0.12 CHF | 0.14 CHF | 314,738 | 50,000 | 320,970 | 50,000 | 36,852 CHF | 6,741 CHF | 96.43% | 96.43% |
06/05/2024 | 14.61% | 0.11 CHF | 0.12 CHF | 344,249 | 50,000 | 342,204 | 50,000 | 35,637 CHF | 6,025 CHF | 100.00% | 100.00% |
03/05/2024 | 11.31% | 0.11 CHF | 0.12 CHF | 335,488 | 50,000 | 335,754 | 50,000 | 36,933 CHF | 6,164 CHF | 97.93% | 97.93% |
02/05/2024 | 14.45% | 0.11 CHF | 0.12 CHF | 337,426 | 50,000 | 340,704 | 50,000 | 35,911 CHF | 6,089 CHF | 99.40% | 99.40% |