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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 6.66% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 747,624 | 249,208 | 109,521 CHF | 38,999 CHF | 99.17% | 99.17% |
21/05/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 811,370 | 270,457 | 104,138 CHF | 37,417 CHF | 97.56% | 97.56% |
17/05/2024 | 7.64% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 113,477 CHF | 40,826 CHF | 99.17% | 99.17% |
16/05/2024 | 6.43% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,005 CHF | 40,168 CHF | 99.17% | 99.17% |
15/05/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 785,205 | 261,735 | 109,558 CHF | 39,137 CHF | 99.40% | 99.40% |
14/05/2024 | 6.18% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,011 | 250,004 | 117,897 CHF | 41,799 CHF | 99.16% | 99.16% |
13/05/2024 | 5.76% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 126,745 CHF | 44,748 CHF | 98.58% | 98.58% |
10/05/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 744,031 | 248,010 | 140,013 CHF | 49,151 CHF | 99.17% | 99.17% |
08/05/2024 | 5.05% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 744,612 | 248,204 | 143,651 CHF | 50,366 CHF | 99.17% | 99.17% |
07/05/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 144,465 CHF | 50,655 CHF | 97.93% | 97.93% |