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 | 9.72% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 512,666 | 457,338 | 50,130 CHF | 49,662 CHF | 99.24% | 99.24% |
15/05/2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 497,826 | 493,899 | 49,922 CHF | 54,473 CHF | 99.39% | 99.39% |
14/05/2024 | 10.38% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 559,120 | 331,780 | 51,092 CHF | 33,860 CHF | 96.01% | 96.01% |
13/05/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 457,757 | 457,756 | 51,686 CHF | 56,263 CHF | 99.39% | 99.39% |
10/05/2024 | 8.37% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 449,218 | 449,218 | 51,480 CHF | 55,972 CHF | 99.39% | 99.39% |
08/05/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 461,203 | 461,203 | 51,850 CHF | 56,462 CHF | 90.34% | 90.34% |
07/05/2024 | 8.28% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 443,863 | 443,863 | 51,379 CHF | 55,818 CHF | 99.24% | 99.24% |
06/05/2024 | 7.97% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 423,707 | 423,707 | 51,071 CHF | 55,308 CHF | 99.21% | 99.21% |
03/05/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,206 | 424,207 | 51,033 CHF | 55,275 CHF | 99.39% | 99.39% |
02/05/2024 | 7.46% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 401,732 | 401,732 | 51,874 CHF | 55,891 CHF | 99.39% | 99.39% |