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 | 5.77% | 0.18 CHF | 0.19 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 152,056 CHF | 26,843 CHF | 99.17% | 99.17% |
15/05/2024 | 5.59% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 156,622 CHF | 27,604 CHF | 99.17% | 99.17% |
14/05/2024 | 5.75% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 152,129 CHF | 26,855 CHF | 99.16% | 99.16% |
13/05/2024 | 5.73% | 0.17 CHF | 0.18 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 153,070 CHF | 27,012 CHF | 98.58% | 98.58% |
10/05/2024 | 5.88% | 0.18 CHF | 0.19 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 148,763 CHF | 26,294 CHF | 99.17% | 99.17% |
08/05/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 110,546 CHF | 19,924 CHF | 99.17% | 99.17% |
07/05/2024 | 7.31% | 0.12 CHF | 0.13 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 119,012 CHF | 21,335 CHF | 97.94% | 97.94% |
06/05/2024 | 8.21% | 0.12 CHF | 0.13 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 105,309 CHF | 19,051 CHF | 99.17% | 99.17% |
03/05/2024 | 8.62% | 0.11 CHF | 0.12 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 99,942 CHF | 18,157 CHF | 99.16% | 99.16% |
02/05/2024 | 8.46% | 0.12 CHF | 0.13 CHF | 900,000 | 150,000 | 900,000 | 150,000 | 102,085 CHF | 18,514 CHF | 99.15% | 99.15% |