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 | 10.96% | 0.08 CHF | 0.09 CHF | 150,000 | 150,000 | 149,559 | 149,559 | 12,900 CHF | 14,396 CHF | 99.51% | 99.51% |
15/05/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,851 CHF | 12,101 CHF | 99.50% | 99.50% |
14/05/2024 | 10.44% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 11,363 CHF | 12,613 CHF | 99.58% | 99.58% |
13/05/2024 | 9.54% | 0.09 CHF | 0.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 12,484 CHF | 13,734 CHF | 99.53% | 99.53% |
10/05/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 10,878 CHF | 11,878 CHF | 99.48% | 99.48% |
08/05/2024 | 10.26% | 0.10 CHF | 0.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 13,898 CHF | 15,398 CHF | 99.44% | 99.51% |
07/05/2024 | 10.77% | 0.08 CHF | 0.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 10,989 CHF | 12,239 CHF | 99.57% | 99.57% |
06/05/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 12,172 CHF | 13,422 CHF | 99.43% | 99.51% |
03/05/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 12,581 CHF | 13,831 CHF | 99.52% | 99.52% |
02/05/2024 | 8.63% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 11,093 CHF | 12,093 CHF | 99.42% | 99.42% |