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 | 8.85% | 0.33 CHF | 0.36 CHF | 60,000 | 60,000 | 59,928 | 59,928 | 19,472 CHF | 21,272 CHF | 100.00% | 100.00% |
15/05/2024 | 7.78% | 0.34 CHF | 0.37 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 22,305 CHF | 24,105 CHF | 100.00% | 100.00% |
14/05/2024 | 7.55% | 0.37 CHF | 0.40 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 22,968 CHF | 24,768 CHF | 99.82% | 99.82% |
13/05/2024 | 7.02% | 0.40 CHF | 0.43 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,737 CHF | 26,537 CHF | 100.00% | 100.00% |
10/05/2024 | 6.89% | 0.41 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 25,228 CHF | 27,028 CHF | 100.00% | 100.00% |
08/05/2024 | 6.51% | 0.44 CHF | 0.47 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 26,772 CHF | 28,572 CHF | 99.77% | 99.77% |
07/05/2024 | 6.95% | 0.42 CHF | 0.45 CHF | 60,000 | 60,000 | 59,968 | 59,968 | 25,064 CHF | 26,864 CHF | 98.43% | 98.43% |
06/05/2024 | 7.02% | 0.40 CHF | 0.43 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,751 CHF | 26,551 CHF | 100.00% | 100.00% |
03/05/2024 | 5.98% | 0.46 CHF | 0.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,194 CHF | 30,994 CHF | 99.90% | 99.90% |
02/05/2024 | 5.93% | 0.50 CHF | 0.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,446 CHF | 31,246 CHF | 99.69% | 99.69% |