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 | 15.70% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 32,295 CHF | 18,898 CHF | 93.57% | 93.57% |
15/05/2024 | 15.68% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 32,345 CHF | 18,774 CHF | 98.94% | 98.94% |
14/05/2024 | 14.30% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 32,886 CHF | 18,975 CHF | 100.00% | 100.00% |
13/05/2024 | 15.80% | 0.07 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 32,082 CHF | 18,791 CHF | 100.00% | 100.00% |
10/05/2024 | 16.35% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 30,905 CHF | 18,203 CHF | 100.00% | 100.00% |
08/05/2024 | 16.11% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 31,389 CHF | 18,445 CHF | 94.87% | 94.87% |
07/05/2024 | 16.53% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 31,017 CHF | 18,301 CHF | 96.26% | 96.26% |
06/05/2024 | 17.46% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 30,713 CHF | 18,294 CHF | 97.19% | 97.19% |
03/05/2024 | 17.00% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 30,493 CHF | 18,078 CHF | 98.24% | 98.24% |
02/05/2024 | 19.47% | 0.06 CHF | 0.08 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 27,938 CHF | 16,969 CHF | 99.13% | 99.13% |