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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 16.84% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 920,245 | 465,461 | 50,093 CHF | 30,019 CHF | 99.38% | 99.38% |
14/05/2024 | 13.85% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 753,999 | 389,500 | 50,681 CHF | 30,077 CHF | 99.16% | 99.16% |
13/05/2024 | 14.47% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 782,424 | 402,665 | 50,147 CHF | 29,842 CHF | 99.38% | 99.38% |
10/05/2024 | 14.36% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 764,341 | 396,392 | 49,421 CHF | 29,600 CHF | 99.39% | 99.39% |
08/05/2024 | 15.29% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 842,350 | 422,450 | 50,873 CHF | 29,742 CHF | 99.38% | 99.38% |
07/05/2024 | 14.28% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 769,980 | 397,719 | 50,097 CHF | 29,852 CHF | 99.23% | 99.23% |
06/05/2024 | 13.60% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 735,476 | 381,163 | 50,385 CHF | 29,926 CHF | 99.21% | 99.21% |
03/05/2024 | 14.50% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 784,096 | 403,203 | 50,173 CHF | 29,837 CHF | 99.38% | 99.38% |
02/05/2024 | 15.25% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 824,718 | 417,281 | 49,960 CHF | 29,455 CHF | 99.38% | 99.38% |
30/04/2024 | 15.23% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 840,584 | 421,861 | 50,991 CHF | 29,816 CHF | 99.43% | 99.43% |