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 | 8.59% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 461,098 | 461,098 | 51,400 CHF | 56,011 CHF | 99.90% | 99.90% |
15/05/2024 | 8.07% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 428,569 | 428,567 | 51,005 CHF | 55,291 CHF | 100.00% | 100.00% |
14/05/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 396,410 | 396,410 | 52,061 CHF | 56,025 CHF | 99.77% | 99.77% |
13/05/2024 | 7.49% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 402,883 | 402,883 | 51,780 CHF | 55,809 CHF | 100.00% | 100.00% |
10/05/2024 | 7.33% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 395,189 | 395,190 | 51,978 CHF | 55,930 CHF | 100.00% | 100.00% |
08/05/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 374,526 | 374,527 | 52,619 CHF | 56,365 CHF | 96.89% | 96.89% |
07/05/2024 | 7.09% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 383,983 | 383,983 | 52,254 CHF | 56,094 CHF | 62.08% | 62.08% |
06/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |