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 | 13.93% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 40,203 CHF | 46,203 CHF | 100.00% | 100.00% |
10/05/2024 | 13.44% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 41,677 CHF | 47,677 CHF | 100.00% | 100.00% |
08/05/2024 | 10.94% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 599,769 | 599,769 | 51,909 CHF | 57,909 CHF | 99.63% | 99.63% |
07/05/2024 | 12.71% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 599,685 | 599,685 | 44,269 CHF | 50,269 CHF | 100.00% | 100.00% |
06/05/2024 | 13.76% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 40,640 CHF | 46,640 CHF | 100.00% | 100.00% |
03/05/2024 | 12.14% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 46,588 CHF | 52,588 CHF | 99.99% | 99.99% |
02/05/2024 | 10.22% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 55,811 CHF | 61,811 CHF | 99.98% | 99.98% |
30/04/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 55,107 CHF | 61,107 CHF | 100.00% | 100.00% |
29/04/2024 | 9.69% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 599,746 | 599,746 | 58,952 CHF | 64,952 CHF | 100.00% | 100.00% |
26/04/2024 | 8.96% | 0.12 CHF | 0.13 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 64,029 CHF | 70,029 CHF | 99.53% | 99.53% |