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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 5.58% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 104,870 CHF | 36,957 CHF | 99.16% | 99.16% |
13/05/2024 | 5.48% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 106,704 CHF | 37,568 CHF | 98.53% | 98.53% |
10/05/2024 | 5.19% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 112,638 CHF | 39,546 CHF | 99.17% | 99.17% |
08/05/2024 | 5.41% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 108,368 CHF | 38,123 CHF | 99.17% | 99.17% |
07/05/2024 | 5.88% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 99,301 CHF | 35,100 CHF | 97.93% | 97.93% |
06/05/2024 | 6.94% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 104,317 CHF | 37,272 CHF | 99.17% | 99.17% |
03/05/2024 | 6.77% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 720,205 | 240,068 | 102,576 CHF | 36,593 CHF | 99.17% | 99.17% |
02/05/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 98,905 CHF | 35,468 CHF | 99.14% | 99.14% |
30/04/2024 | 7.46% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 97,066 CHF | 34,855 CHF | 99.17% | 99.17% |
29/04/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 89,749 CHF | 32,416 CHF | 99.17% | 99.17% |