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 | 6.25% | 0.47 CHF | 0.50 CHF | 60,000 | 60,000 | 59,927 | 59,927 | 27,916 CHF | 29,716 CHF | 100.00% | 100.00% |
15/05/2024 | 5.51% | 0.49 CHF | 0.52 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 31,842 CHF | 33,642 CHF | 100.00% | 100.00% |
14/05/2024 | 5.40% | 0.52 CHF | 0.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 32,479 CHF | 34,279 CHF | 99.82% | 99.82% |
13/05/2024 | 5.06% | 0.57 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,662 CHF | 36,462 CHF | 100.00% | 100.00% |
10/05/2024 | 5.09% | 0.57 CHF | 0.60 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,487 CHF | 36,287 CHF | 100.00% | 100.00% |
08/05/2024 | 4.85% | 0.59 CHF | 0.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 36,188 CHF | 37,988 CHF | 99.77% | 99.77% |
07/05/2024 | 5.21% | 0.56 CHF | 0.59 CHF | 60,000 | 60,000 | 59,967 | 59,967 | 33,690 CHF | 35,490 CHF | 98.43% | 98.43% |
06/05/2024 | 5.07% | 0.56 CHF | 0.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,598 CHF | 36,398 CHF | 100.00% | 100.00% |
03/05/2024 | 4.37% | 0.64 CHF | 0.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 40,270 CHF | 42,070 CHF | 99.90% | 99.90% |
02/05/2024 | 4.43% | 0.68 CHF | 0.71 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,770 CHF | 41,570 CHF | 99.56% | 99.56% |