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 | 6.97% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 377,102 | 377,102 | 52,261 CHF | 56,032 CHF | 99.14% | 99.14% |
14/05/2024 | 7.37% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 400,969 | 399,032 | 52,397 CHF | 56,149 CHF | 98.93% | 98.93% |
13/05/2024 | 11.09% | 0.10 CHF | 0.11 CHF | 600,000 | 300,000 | 598,601 | 317,833 | 51,064 CHF | 30,429 CHF | 99.16% | 99.16% |
10/05/2024 | 7.50% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 401,578 | 401,578 | 51,578 CHF | 55,594 CHF | 96.49% | 96.49% |
08/05/2024 | 6.15% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 330,226 | 330,226 | 52,044 CHF | 55,347 CHF | 99.18% | 99.18% |
07/05/2024 | 6.59% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 357,927 | 357,927 | 52,522 CHF | 56,101 CHF | 98.98% | 98.98% |
06/05/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 380,522 | 380,522 | 51,969 CHF | 55,775 CHF | 98.98% | 98.98% |
03/05/2024 | 6.69% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 360,138 | 360,138 | 52,098 CHF | 55,700 CHF | 98.61% | 98.61% |
02/05/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 397,877 | 397,877 | 51,637 CHF | 55,616 CHF | 98.79% | 98.79% |
30/04/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 350,000 | 350,000 | 358,633 | 358,634 | 52,055 CHF | 55,641 CHF | 99.16% | 99.16% |