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 | 4.94% | 0.22 CHF | 0.23 CHF | 340,000 | 340,000 | 339,519 | 339,519 | 67,340 CHF | 70,740 CHF | 100.00% | 100.00% |
15/05/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 340,000 | 340,000 | 339,385 | 339,385 | 64,384 CHF | 67,784 CHF | 99.99% | 99.99% |
14/05/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 64,362 CHF | 67,862 CHF | 99.99% | 99.99% |
13/05/2024 | 5.78% | 0.18 CHF | 0.19 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 62,252 CHF | 65,952 CHF | 100.00% | 100.00% |
10/05/2024 | 5.92% | 0.16 CHF | 0.17 CHF | 370,000 | 370,000 | 370,000 | 370,000 | 60,662 CHF | 64,362 CHF | 100.00% | 100.00% |
08/05/2024 | 6.01% | 0.16 CHF | 0.17 CHF | 380,000 | 380,000 | 379,855 | 379,855 | 61,339 CHF | 65,139 CHF | 99.29% | 99.29% |
07/05/2024 | 5.97% | 0.17 CHF | 0.18 CHF | 390,000 | 390,000 | 389,384 | 389,384 | 63,554 CHF | 67,454 CHF | 99.94% | 99.94% |
06/05/2024 | 6.47% | 0.16 CHF | 0.17 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 61,352 CHF | 65,452 CHF | 100.00% | 100.00% |
03/05/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 57,490 CHF | 61,390 CHF | 98.76% | 98.76% |
02/05/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 57,268 CHF | 60,868 CHF | 99.97% | 99.97% |