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 | 6.48% | 0.15 CHF | 0.16 CHF | 501,600 | 501,600 | 500,794 | 500,794 | 74,879 CHF | 79,892 CHF | 100.00% | 100.00% |
15/05/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 506,200 | 506,200 | 504,559 | 504,559 | 75,994 CHF | 81,053 CHF | 100.00% | 100.00% |
14/05/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 503,700 | 503,700 | 503,681 | 503,681 | 74,513 CHF | 79,550 CHF | 100.00% | 100.00% |
13/05/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 512,100 | 512,100 | 512,100 | 512,100 | 76,591 CHF | 81,712 CHF | 100.00% | 100.00% |
10/05/2024 | 6.62% | 0.14 CHF | 0.16 CHF | 524,700 | 524,700 | 524,700 | 524,700 | 76,629 CHF | 81,876 CHF | 100.00% | 100.00% |
08/05/2024 | 7.21% | 0.14 CHF | 0.14 CHF | 559,800 | 559,800 | 559,739 | 559,739 | 74,840 CHF | 80,438 CHF | 99.08% | 99.08% |
07/05/2024 | 7.35% | 0.14 CHF | 0.14 CHF | 592,600 | 592,600 | 595,890 | 595,890 | 78,130 CHF | 84,089 CHF | 99.53% | 99.53% |
06/05/2024 | 7.82% | 0.13 CHF | 0.14 CHF | 621,100 | 621,100 | 622,438 | 622,438 | 76,528 CHF | 82,753 CHF | 100.00% | 100.00% |
03/05/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 626,100 | 626,100 | 627,819 | 627,819 | 75,585 CHF | 81,863 CHF | 100.00% | 100.00% |
02/05/2024 | 8.14% | 0.12 CHF | 0.13 CHF | 621,100 | 621,100 | 629,364 | 629,364 | 74,198 CHF | 80,492 CHF | 100.00% | 100.00% |