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 | 11.63% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 499,268 | 499,268 | 40,638 CHF | 45,638 CHF | 100.00% | 100.00% |
15/05/2024 | 12.36% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 499,114 | 499,114 | 38,201 CHF | 43,201 CHF | 99.89% | 99.89% |
14/05/2024 | 11.25% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 42,007 CHF | 47,007 CHF | 99.98% | 99.98% |
13/05/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 45,989 CHF | 50,989 CHF | 100.00% | 100.00% |
10/05/2024 | 8.78% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 54,535 CHF | 59,535 CHF | 100.00% | 100.00% |
08/05/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 42,931 CHF | 47,931 CHF | 99.63% | 99.63% |
07/05/2024 | 9.33% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 51,217 CHF | 56,217 CHF | 100.00% | 100.00% |
06/05/2024 | 8.74% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 54,703 CHF | 59,703 CHF | 100.00% | 100.00% |
03/05/2024 | 8.91% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 53,721 CHF | 58,721 CHF | 99.98% | 99.98% |
02/05/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 64,192 CHF | 69,192 CHF | 100.00% | 100.00% |