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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 99.82% | 99.82% |
28/05/2024 | 7.33% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 65,796 CHF | 70,796 CHF | 99.58% | 99.58% |
27/05/2024 | 7.10% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 68,012 CHF | 73,012 CHF | 99.92% | 99.92% |
24/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 99.64% | 99.64% |
23/05/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 69,809 CHF | 74,809 CHF | 98.52% | 98.52% |
22/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 98.81% | 98.81% |
21/05/2024 | 7.06% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 68,395 CHF | 73,395 CHF | 99.95% | 99.95% |
17/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 99.90% | 99.90% |
16/05/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 65,000 CHF | 70,000 CHF | 98.94% | 98.94% |
15/05/2024 | 7.79% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 64,871 CHF | 70,129 CHF | 98.05% | 98.05% |