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 | 9.36% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 501,149 | 431,956 | 51,059 CHF | 49,098 CHF | 99.76% | 99.76% |
15/05/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 406,641 | 406,642 | 51,476 CHF | 55,542 CHF | 100.00% | 100.00% |
14/05/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 345,325 | 345,320 | 52,337 CHF | 55,789 CHF | 100.00% | 100.00% |
13/05/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 378,485 | 378,480 | 51,842 CHF | 55,626 CHF | 100.00% | 100.00% |
10/05/2024 | 6.45% | 0.17 CHF | 0.18 CHF | 350,000 | 350,000 | 349,306 | 349,308 | 52,476 CHF | 55,969 CHF | 100.00% | 100.00% |
08/05/2024 | 7.29% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 390,685 | 366,164 | 51,661 CHF | 53,105 CHF | 100.00% | 100.00% |
07/05/2024 | 3.75% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,074 | 200,074 | 52,379 CHF | 54,380 CHF | 99.73% | 99.73% |
06/05/2024 | 5.52% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 297,614 | 297,613 | 52,435 CHF | 55,411 CHF | 99.51% | 99.51% |
03/05/2024 | 7.17% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 387,981 | 387,981 | 52,168 CHF | 56,048 CHF | 99.72% | 99.72% |
02/05/2024 | 7.20% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 388,053 | 388,054 | 52,042 CHF | 55,922 CHF | 100.00% | 100.00% |