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 | 7.21% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,364 CHF | 35,955 CHF | 99.47% | 99.47% |
15/05/2024 | 6.50% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 714,593 | 238,198 | 106,811 CHF | 37,986 CHF | 99.73% | 99.73% |
14/05/2024 | 7.21% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 100,556 CHF | 36,019 CHF | 99.14% | 99.14% |
13/05/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 102,698 CHF | 36,733 CHF | 99.02% | 99.02% |
10/05/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 786,406 | 262,135 | 96,107 CHF | 34,657 CHF | 97.97% | 97.97% |
08/05/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 826,843 | 275,614 | 108,458 CHF | 38,909 CHF | 99.55% | 99.55% |
07/05/2024 | 6.10% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 119,665 CHF | 42,388 CHF | 99.72% | 99.72% |
06/05/2024 | 5.91% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,509 CHF | 43,670 CHF | 99.57% | 99.57% |
03/05/2024 | 6.03% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,856 | 250,285 | 121,323 CHF | 42,944 CHF | 99.52% | 99.52% |
02/05/2024 | 4.98% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 723,313 | 241,104 | 141,555 CHF | 49,596 CHF | 99.05% | 99.05% |