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 | 7.49% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 77,236 CHF | 27,745 CHF | 99.17% | 99.17% |
15/05/2024 | 6.53% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 89,042 CHF | 31,681 CHF | 94.33% | 94.33% |
14/05/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 78,118 CHF | 28,039 CHF | 99.16% | 99.16% |
13/05/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 615,610 | 205,203 | 85,183 CHF | 30,446 CHF | 98.53% | 98.53% |
10/05/2024 | 8.04% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 631,856 | 210,619 | 75,409 CHF | 27,243 CHF | 99.01% | 99.01% |
08/05/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 747,420 | 249,140 | 74,075 CHF | 27,183 CHF | 98.84% | 98.84% |
07/05/2024 | 6.61% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 601,225 | 200,408 | 88,189 CHF | 31,400 CHF | 97.93% | 97.93% |
06/05/2024 | 7.03% | 0.13 CHF | 0.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 82,524 CHF | 29,508 CHF | 99.17% | 99.17% |
03/05/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 611,424 | 203,808 | 86,263 CHF | 30,792 CHF | 99.17% | 99.17% |
02/05/2024 | 10.01% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 71,460 CHF | 26,320 CHF | 99.15% | 99.15% |