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 | 7.73% | 0.11 CHF | 0.12 CHF | 230,000 | 230,000 | 226,892 | 226,892 | 29,359 CHF | 31,640 CHF | 100.00% | 100.00% |
14/05/2024 | 7.83% | 0.15 CHF | 0.16 CHF | 220,000 | 220,000 | 227,618 | 227,618 | 28,734 CHF | 31,014 CHF | 100.00% | 100.00% |
13/05/2024 | 10.75% | 0.10 CHF | 0.11 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 21,205 CHF | 23,605 CHF | 100.00% | 100.00% |
10/05/2024 | 10.33% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 22,032 CHF | 24,432 CHF | 100.00% | 100.00% |
08/05/2024 | 10.07% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 239,945 | 239,945 | 22,639 CHF | 25,039 CHF | 99.06% | 99.06% |
07/05/2024 | 10.47% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 239,638 | 239,638 | 21,773 CHF | 24,173 CHF | 99.66% | 99.66% |
06/05/2024 | 11.51% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 19,666 CHF | 22,066 CHF | 100.00% | 100.00% |
03/05/2024 | 11.43% | 0.08 CHF | 0.09 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 19,809 CHF | 22,209 CHF | 100.00% | 100.00% |
02/05/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 20,617 CHF | 23,017 CHF | 100.00% | 100.00% |
30/04/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 19,301 CHF | 21,701 CHF | 100.00% | 100.00% |