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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 15.05% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 36,915 CHF | 42,915 CHF | 100.00% | 100.00% |
10/05/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 38,946 CHF | 44,946 CHF | 100.00% | 100.00% |
08/05/2024 | 12.44% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 599,769 | 599,769 | 45,243 CHF | 51,243 CHF | 99.63% | 99.63% |
07/05/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 599,685 | 599,685 | 41,234 CHF | 47,234 CHF | 100.00% | 100.00% |
06/05/2024 | 14.13% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 39,482 CHF | 45,482 CHF | 100.00% | 100.00% |
03/05/2024 | 12.92% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 43,487 CHF | 49,487 CHF | 99.99% | 99.99% |
02/05/2024 | 12.05% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 46,837 CHF | 52,837 CHF | 100.00% | 100.00% |
30/04/2024 | 12.57% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 44,762 CHF | 50,762 CHF | 100.00% | 100.00% |
29/04/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 600,000 | 600,000 | 599,740 | 599,740 | 48,039 CHF | 54,039 CHF | 100.00% | 100.00% |
26/04/2024 | 11.06% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 51,286 CHF | 57,286 CHF | 99.53% | 99.53% |