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 | 7.30% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 99,083 CHF | 35,528 CHF | 99.37% | 99.37% |
15/05/2024 | 6.58% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 110,834 CHF | 39,445 CHF | 99.38% | 99.38% |
14/05/2024 | 6.41% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,237 CHF | 40,246 CHF | 99.37% | 99.37% |
13/05/2024 | 6.35% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,583 CHF | 40,694 CHF | 98.80% | 98.80% |
10/05/2024 | 7.47% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 96,877 CHF | 34,792 CHF | 99.37% | 99.37% |
08/05/2024 | 5.84% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,910 CHF | 44,137 CHF | 99.38% | 99.38% |
07/05/2024 | 5.29% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 138,369 CHF | 48,623 CHF | 98.16% | 98.16% |
06/05/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 120,831 CHF | 42,777 CHF | 99.37% | 99.37% |
03/05/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 120,925 CHF | 42,808 CHF | 99.35% | 99.35% |
02/05/2024 | 5.14% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 142,386 CHF | 49,962 CHF | 99.36% | 99.36% |