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 | 8.51% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 67,635 CHF | 73,635 CHF | 99.55% | 99.55% |
14/05/2024 | 8.38% | 0.12 CHF | 0.13 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 80,196 CHF | 87,196 CHF | 99.55% | 99.55% |
13/05/2024 | 9.59% | 0.10 CHF | 0.11 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 79,456 CHF | 87,456 CHF | 99.56% | 99.56% |
10/05/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 62,829 CHF | 69,829 CHF | 99.50% | 99.50% |
08/05/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 62,532 CHF | 69,532 CHF | 99.47% | 99.47% |
07/05/2024 | 10.10% | 0.10 CHF | 0.11 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 75,423 CHF | 83,423 CHF | 99.56% | 99.56% |
06/05/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 71,647 CHF | 79,647 CHF | 99.55% | 99.55% |
03/05/2024 | 11.04% | 0.09 CHF | 0.10 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 77,071 CHF | 86,071 CHF | 99.50% | 99.50% |
02/05/2024 | 11.50% | 0.08 CHF | 0.09 CHF | 800,000 | 800,000 | 735,159 | 735,159 | 60,285 CHF | 67,637 CHF | 99.49% | 99.49% |
30/04/2024 | 10.03% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 47,549 CHF | 52,549 CHF | 99.58% | 99.58% |