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 | 6.87% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 332,094 | 75,000 | 51,078 CHF | 12,368 CHF | 98.70% | 98.70% |
15/05/2024 | 6.72% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 342,739 | 74,208 | 50,826 CHF | 11,808 CHF | 94.94% | 94.94% |
14/05/2024 | 14.58% | 0.12 CHF | 0.14 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 4,841 CHF | 5,601 CHF | 96.88% | 96.88% |
13/05/2024 | 7.30% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 346,639 | 75,000 | 50,779 CHF | 11,834 CHF | 95.94% | 95.94% |
10/05/2024 | 5.91% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 300,630 | 75,000 | 51,005 CHF | 13,501 CHF | 80.37% | 80.37% |
08/05/2024 | 6.02% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 309,290 | 75,000 | 51,070 CHF | 13,171 CHF | 58.65% | 58.65% |
07/05/2024 | 7.13% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 310,457 | 71,635 | 46,937 CHF | 11,609 CHF | 98.22% | 98.22% |
06/05/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 330,554 | 75,000 | 51,094 CHF | 12,398 CHF | 97.25% | 97.25% |
03/05/2024 | 6.58% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 330,046 | 75,000 | 51,085 CHF | 12,414 CHF | 95.84% | 95.84% |
02/05/2024 | 6.53% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 335,958 | 75,000 | 50,974 CHF | 12,170 CHF | 99.11% | 99.11% |