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 | 3.66% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,649 CHF | 55,649 CHF | 99.86% | 99.86% |
15/05/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,833 CHF | 52,833 CHF | 100.00% | 100.00% |
14/05/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 217,277 | 217,277 | 52,823 CHF | 54,995 CHF | 99.78% | 99.78% |
13/05/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,281 | 225,281 | 51,791 CHF | 54,044 CHF | 100.00% | 100.00% |
10/05/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,184 CHF | 56,684 CHF | 100.00% | 100.00% |
08/05/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,864 | 249,864 | 54,038 CHF | 56,537 CHF | 100.00% | 100.00% |
07/05/2024 | 6.84% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 371,967 | 371,967 | 52,560 CHF | 56,279 CHF | 99.85% | 99.85% |
06/05/2024 | 6.99% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 378,696 | 378,696 | 52,335 CHF | 56,122 CHF | 99.83% | 99.83% |
03/05/2024 | 7.17% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 387,499 | 387,499 | 52,131 CHF | 56,006 CHF | 100.00% | 100.00% |
02/05/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,155 | 405,155 | 51,771 CHF | 55,822 CHF | 100.00% | 100.00% |