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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 231,376 | 231,376 | 52,741 CHF | 55,054 CHF | 99.05% | 99.05% |
16/05/2024 | 4.84% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 257,149 | 257,149 | 51,865 CHF | 54,436 CHF | 99.24% | 99.24% |
15/05/2024 | 5.99% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 322,099 | 322,099 | 52,140 CHF | 55,361 CHF | 99.39% | 99.39% |
14/05/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 365,429 | 365,429 | 52,490 CHF | 56,145 CHF | 99.17% | 99.17% |
13/05/2024 | 5.14% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 274,623 | 274,623 | 51,988 CHF | 54,734 CHF | 99.39% | 99.39% |
10/05/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 226,243 | 226,243 | 52,627 CHF | 54,889 CHF | 99.38% | 99.38% |
08/05/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 194,068 | 194,068 | 52,789 CHF | 54,729 CHF | 99.39% | 99.39% |
07/05/2024 | 4.66% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,487 CHF | 54,987 CHF | 99.23% | 99.23% |
06/05/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,673 | 249,673 | 51,959 CHF | 54,456 CHF | 99.19% | 99.19% |
03/05/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,981 | 225,982 | 53,088 CHF | 55,347 CHF | 99.38% | 99.38% |