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 | 5.82% | 0.16 CHF | 0.17 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 125,211 CHF | 17,695 CHF | 99.06% | 99.27% |
15/05/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 116,882 CHF | 16,584 CHF | 99.12% | 99.12% |
14/05/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 117,187 CHF | 16,625 CHF | 99.27% | 99.27% |
13/05/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 103,750 CHF | 14,833 CHF | 98.75% | 98.75% |
10/05/2024 | 6.11% | 0.14 CHF | 0.15 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 119,239 CHF | 16,899 CHF | 99.27% | 99.27% |
08/05/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 154,798 CHF | 21,640 CHF | 99.27% | 99.27% |
07/05/2024 | 4.59% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 159,986 CHF | 22,332 CHF | 99.27% | 99.27% |
06/05/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 149,815 CHF | 20,975 CHF | 99.27% | 99.27% |
03/05/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 152,660 CHF | 21,355 CHF | 99.10% | 99.10% |
02/05/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 140,174 CHF | 19,690 CHF | 99.24% | 99.24% |