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 | 6.59% | 0.17 CHF | 0.18 CHF | 470,000 | 470,000 | 459,813 | 459,813 | 67,762 CHF | 72,364 CHF | 100.00% | 100.00% |
15/05/2024 | 7.67% | 0.13 CHF | 0.14 CHF | 460,000 | 460,000 | 457,052 | 457,052 | 57,616 CHF | 62,197 CHF | 100.00% | 100.00% |
14/05/2024 | 6.70% | 0.14 CHF | 0.16 CHF | 460,000 | 460,000 | 460,009 | 460,009 | 66,402 CHF | 71,003 CHF | 100.00% | 100.00% |
13/05/2024 | 6.61% | 0.14 CHF | 0.16 CHF | 460,000 | 460,000 | 466,145 | 466,145 | 68,261 CHF | 72,923 CHF | 100.00% | 100.00% |
10/05/2024 | 6.96% | 0.14 CHF | 0.16 CHF | 470,000 | 470,000 | 460,638 | 460,638 | 63,972 CHF | 68,578 CHF | 100.00% | 100.00% |
08/05/2024 | 5.56% | 0.18 CHF | 0.19 CHF | 470,000 | 470,000 | 467,972 | 467,972 | 81,836 CHF | 86,516 CHF | 99.15% | 99.15% |
07/05/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 470,000 | 470,000 | 467,690 | 467,690 | 80,927 CHF | 85,608 CHF | 99.85% | 99.85% |
06/05/2024 | 5.85% | 0.17 CHF | 0.18 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 77,787 CHF | 82,468 CHF | 100.00% | 100.00% |
03/05/2024 | 5.71% | 0.18 CHF | 0.19 CHF | 470,000 | 470,000 | 468,087 | 468,087 | 79,613 CHF | 84,294 CHF | 99.99% | 99.99% |
02/05/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 79,019 CHF | 83,700 CHF | 100.00% | 100.00% |