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 | 5.60% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 130,208 CHF | 45,903 CHF | 99.27% | 99.27% |
15/05/2024 | 5.81% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,508 CHF | 44,336 CHF | 99.12% | 99.12% |
14/05/2024 | 5.78% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,975 CHF | 44,492 CHF | 99.27% | 99.27% |
13/05/2024 | 6.29% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 115,796 CHF | 41,099 CHF | 98.75% | 98.75% |
10/05/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 122,955 CHF | 43,485 CHF | 99.27% | 99.27% |
08/05/2024 | 4.77% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 153,551 CHF | 53,684 CHF | 99.27% | 99.27% |
07/05/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 249,982 | 159,856 CHF | 55,781 CHF | 99.27% | 99.27% |
06/05/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 149,984 CHF | 52,495 CHF | 99.27% | 99.27% |
03/05/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,122 CHF | 52,874 CHF | 99.11% | 99.11% |
02/05/2024 | 5.24% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 139,361 CHF | 48,954 CHF | 99.24% | 99.24% |