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 | 7.50% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 405,280 | 405,281 | 51,997 CHF | 56,050 CHF | 99.91% | 99.91% |
15/05/2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 417,276 | 417,277 | 51,483 CHF | 55,656 CHF | 100.00% | 100.00% |
14/05/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 434,185 | 434,184 | 51,525 CHF | 55,867 CHF | 99.76% | 99.76% |
13/05/2024 | 8.78% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 472,916 | 472,916 | 51,539 CHF | 56,268 CHF | 100.00% | 100.00% |
10/05/2024 | 8.77% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 476,824 | 476,824 | 52,018 CHF | 56,786 CHF | 100.00% | 100.00% |
08/05/2024 | 8.80% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 476,530 | 476,527 | 51,775 CHF | 56,540 CHF | 96.88% | 96.88% |
07/05/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 477,811 | 477,811 | 51,978 CHF | 56,756 CHF | 99.83% | 99.83% |
06/05/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 498,096 | 489,483 | 49,776 CHF | 53,872 CHF | 99.77% | 99.77% |
03/05/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,330 | 493,789 | 50,074 CHF | 54,200 CHF | 100.00% | 100.00% |
02/05/2024 | 8.82% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 477,447 | 477,445 | 51,759 CHF | 56,533 CHF | 100.00% | 100.00% |