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 | 15.22% | 0.07 CHF | 0.08 CHF | 175,000 | 175,000 | 171,969 | 171,969 | 10,439 CHF | 12,158 CHF | 100.00% | 100.00% |
15/05/2024 | 14.26% | 0.06 CHF | 0.07 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 11,406 CHF | 13,156 CHF | 100.00% | 100.00% |
14/05/2024 | 15.14% | 0.07 CHF | 0.08 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 10,698 CHF | 12,448 CHF | 100.00% | 100.00% |
13/05/2024 | 15.59% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,845 CHF | 13,845 CHF | 100.00% | 100.00% |
10/05/2024 | 16.41% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,194 CHF | 13,194 CHF | 100.00% | 100.00% |
08/05/2024 | 16.48% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,139 CHF | 13,139 CHF | 100.00% | 100.00% |
07/05/2024 | 16.32% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,252 CHF | 13,252 CHF | 100.00% | 100.00% |
06/05/2024 | 16.56% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,083 CHF | 13,083 CHF | 100.00% | 100.00% |
03/05/2024 | 16.77% | 0.06 CHF | 0.07 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 9,577 CHF | 11,327 CHF | 100.00% | 100.00% |
02/05/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 175,000 | 175,000 | 158,742 | 158,742 | 10,335 CHF | 11,922 CHF | 100.00% | 100.00% |