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 | 16.17% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 893,550 | 454,292 | 50,779 CHF | 30,347 CHF | 99.23% | 99.23% |
15/05/2024 | 14.76% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 807,469 | 408,954 | 50,696 CHF | 29,785 CHF | 99.38% | 99.38% |
14/05/2024 | 15.56% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 861,092 | 432,395 | 51,031 CHF | 29,942 CHF | 99.16% | 99.16% |
13/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 845,427 | 423,666 | 50,726 CHF | 29,657 CHF | 99.39% | 99.39% |
10/05/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 836,598 | 421,091 | 50,296 CHF | 29,527 CHF | 99.39% | 99.39% |
08/05/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 775,000 | 400,000 | 50,375 CHF | 30,000 CHF | 99.38% | 99.38% |
07/05/2024 | 14.72% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 800,622 | 408,761 | 50,359 CHF | 29,816 CHF | 99.24% | 99.24% |
06/05/2024 | 15.33% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 839,285 | 421,633 | 50,567 CHF | 29,623 CHF | 99.21% | 99.21% |
03/05/2024 | 14.36% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 774,335 | 400,034 | 50,051 CHF | 29,861 CHF | 99.39% | 99.39% |
02/05/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 759,048 | 395,216 | 49,386 CHF | 29,666 CHF | 99.39% | 99.39% |