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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,000 CHF | 60,000 CHF | 99.57% | 99.57% |
10/05/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,016 CHF | 60,016 CHF | 99.52% | 99.52% |
08/05/2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 52,162 CHF | 57,162 CHF | 99.50% | 99.56% |
07/05/2024 | 8.53% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 56,185 CHF | 61,185 CHF | 99.49% | 99.49% |
06/05/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,231 CHF | 55,231 CHF | 99.49% | 99.49% |
03/05/2024 | 10.14% | 0.10 CHF | 0.11 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 56,326 CHF | 62,326 CHF | 98.95% | 98.95% |
02/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 53,997 CHF | 59,997 CHF | 99.47% | 99.47% |
30/04/2024 | 10.02% | 0.09 CHF | 0.10 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 66,514 CHF | 73,514 CHF | 99.00% | 99.08% |
29/04/2024 | 12.12% | 0.08 CHF | 0.09 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 54,268 CHF | 61,268 CHF | 99.55% | 99.55% |
26/04/2024 | 12.70% | 0.08 CHF | 0.09 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 51,654 CHF | 58,654 CHF | 99.52% | 99.52% |