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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 11.08% | 0.72 CHF | 0.77 CHF | 70,000 | 20,000 | 71,727 | 7,472 | 53,996 CHF | 6,010 CHF | 99.57% | 99.57% |
16/05/2024 | 10.36% | 0.81 CHF | 0.86 CHF | 70,000 | 20,000 | 68,292 | 7,473 | 55,737 CHF | 6,723 CHF | 99.57% | 99.57% |
15/05/2024 | 9.56% | 0.82 CHF | 0.87 CHF | 70,000 | 20,000 | 60,161 | 7,488 | 53,637 CHF | 7,367 CHF | 99.10% | 99.10% |
14/05/2024 | 16.81% | 1.01 CHF | 1.11 CHF | 50,000 | 20,000 | 58,707 | 7,489 | 56,870 CHF | 8,407 CHF | 98.83% | 98.83% |
13/05/2024 | 15.54% | 1.09 CHF | 1.19 CHF | 50,000 | 20,000 | 50,686 | 7,463 | 53,212 CHF | 8,772 CHF | 99.50% | 99.50% |
10/05/2024 | 9.80% | 1.02 CHF | 1.07 CHF | 50,000 | 20,000 | 60,776 | 7,412 | 53,237 CHF | 7,420 CHF | 98.56% | 98.56% |
08/05/2024 | 14.48% | 1.14 CHF | 1.24 CHF | 50,000 | 20,000 | 49,869 | 7,355 | 57,021 CHF | 9,489 CHF | 98.43% | 98.43% |
07/05/2024 | 13.66% | 1.20 CHF | 1.30 CHF | 50,000 | 10,000 | 49,699 | 3,725 | 60,254 CHF | 5,043 CHF | 97.36% | 97.36% |
06/05/2024 | 14.45% | 1.20 CHF | 1.30 CHF | 50,000 | 10,000 | 50,000 | 3,727 | 57,256 CHF | 4,852 CHF | 98.34% | 98.34% |
03/05/2024 | 13.18% | 1.40 CHF | 1.50 CHF | 40,000 | 10,000 | 41,650 | 3,697 | 53,028 CHF | 5,421 CHF | 98.81% | 98.81% |