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 | 11.80% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 628,110 | 326,555 | 50,088 CHF | 29,307 CHF | 99.86% | 99.86% |
15/05/2024 | 11.47% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 616,374 | 314,561 | 50,663 CHF | 28,986 CHF | 100.00% | 100.00% |
14/05/2024 | 11.54% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 616,954 | 317,060 | 50,423 CHF | 29,075 CHF | 99.77% | 99.77% |
13/05/2024 | 12.36% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 666,985 | 345,992 | 50,628 CHF | 29,724 CHF | 100.00% | 100.00% |
10/05/2024 | 13.59% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 731,840 | 380,312 | 50,193 CHF | 29,889 CHF | 100.00% | 100.00% |
08/05/2024 | 14.04% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 762,511 | 393,494 | 50,508 CHF | 30,001 CHF | 100.00% | 100.00% |
07/05/2024 | 13.86% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 754,948 | 389,974 | 50,695 CHF | 30,088 CHF | 99.84% | 99.84% |
06/05/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 710,983 | 367,991 | 50,697 CHF | 29,921 CHF | 99.81% | 99.81% |
03/05/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 722,931 | 373,966 | 50,773 CHF | 30,004 CHF | 99.98% | 99.98% |
02/05/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 718,845 | 373,255 | 50,149 CHF | 29,762 CHF | 100.00% | 100.00% |