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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,754 | 199,754 | 53,116 CHF | 55,114 CHF | 100.00% | 100.00% |
14/05/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,396 CHF | 52,396 CHF | 92.27% | 92.27% |
13/05/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,390 CHF | 53,390 CHF | 100.00% | 100.00% |
10/05/2024 | 3.65% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 201,092 | 201,092 | 54,120 CHF | 56,131 CHF | 100.00% | 100.00% |
08/05/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 257,565 | 257,565 | 51,604 CHF | 54,179 CHF | 100.00% | 100.00% |
07/05/2024 | 6.38% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 346,190 | 346,190 | 52,494 CHF | 55,956 CHF | 100.00% | 100.00% |
06/05/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 430,866 | 430,866 | 51,389 CHF | 55,698 CHF | 100.00% | 100.00% |
03/05/2024 | 9.27% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 494,537 | 483,197 | 50,911 CHF | 54,661 CHF | 97.87% | 97.87% |
02/05/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 521,722 | 440,370 | 50,787 CHF | 47,644 CHF | 100.00% | 100.00% |
30/04/2024 | 6.90% | 0.11 CHF | 0.12 CHF | 400,000 | 400,000 | 371,570 | 371,570 | 52,008 CHF | 55,724 CHF | 100.00% | 100.00% |