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 | 7.52% | 0.14 CHF | 0.15 CHF | 940,000 | 940,000 | 471,408 | 471,408 | 62,108 CHF | 66,855 CHF | 100.00% | 100.00% |
15/05/2024 | 6.05% | 0.14 CHF | 0.15 CHF | 950,000 | 950,000 | 461,073 | 461,073 | 73,740 CHF | 78,391 CHF | 100.00% | 100.00% |
14/05/2024 | 7.58% | 0.19 CHF | 0.20 CHF | 920,000 | 920,000 | 469,390 | 469,390 | 65,717 CHF | 70,432 CHF | 100.00% | 100.00% |
13/05/2024 | 8.91% | 0.13 CHF | 0.14 CHF | 950,000 | 950,000 | 479,992 | 479,992 | 56,742 CHF | 61,564 CHF | 99.86% | 99.86% |
10/05/2024 | 7.49% | 0.11 CHF | 0.12 CHF | 980,000 | 980,000 | 468,329 | 468,329 | 59,989 CHF | 64,693 CHF | 99.99% | 99.99% |
08/05/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 930,000 | 930,000 | 455,253 | 455,253 | 74,112 CHF | 78,688 CHF | 96.52% | 96.52% |
07/05/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 740,000 | 740,000 | 360,269 | 360,269 | 83,219 CHF | 86,839 CHF | 97.30% | 97.30% |
06/05/2024 | 3.86% | 0.25 CHF | 0.26 CHF | 800,000 | 800,000 | 394,132 | 394,132 | 104,671 CHF | 108,629 CHF | 98.37% | 98.37% |
03/05/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 840,000 | 840,000 | 405,510 | 405,510 | 97,711 CHF | 101,784 CHF | 99.83% | 99.83% |
02/05/2024 | 3.80% | 0.23 CHF | 0.24 CHF | 820,000 | 820,000 | 401,718 | 401,718 | 103,299 CHF | 107,334 CHF | 99.88% | 99.88% |