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 | 6.72% | 0.15 CHF | 0.16 CHF | 351,800 | 351,800 | 353,040 | 353,040 | 50,894 CHF | 54,428 CHF | 100.00% | 100.00% |
15/05/2024 | 6.44% | 0.14 CHF | 0.16 CHF | 316,700 | 316,700 | 313,520 | 313,520 | 47,418 CHF | 50,562 CHF | 100.00% | 100.00% |
14/05/2024 | 6.19% | 0.17 CHF | 0.18 CHF | 337,400 | 337,400 | 344,715 | 344,715 | 54,120 CHF | 57,567 CHF | 99.99% | 99.99% |
13/05/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 370,600 | 370,600 | 376,038 | 376,038 | 49,516 CHF | 53,276 CHF | 100.00% | 100.00% |
10/05/2024 | 7.11% | 0.13 CHF | 0.14 CHF | 375,600 | 375,600 | 370,819 | 370,819 | 50,284 CHF | 53,992 CHF | 100.00% | 100.00% |
08/05/2024 | 7.16% | 0.14 CHF | 0.14 CHF | 382,100 | 382,100 | 382,094 | 382,094 | 51,451 CHF | 55,272 CHF | 98.99% | 98.99% |
07/05/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 381,800 | 381,800 | 381,924 | 381,924 | 50,527 CHF | 54,346 CHF | 97.66% | 97.66% |
06/05/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 395,700 | 395,700 | 399,182 | 399,182 | 51,057 CHF | 55,048 CHF | 100.00% | 100.00% |
03/05/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 407,200 | 407,200 | 406,459 | 406,459 | 51,439 CHF | 55,503 CHF | 100.00% | 100.00% |
02/05/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 404,500 | 404,500 | 398,852 | 398,852 | 51,941 CHF | 55,929 CHF | 100.00% | 100.00% |