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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 196,446 | 196,446 | 29,839 CHF | 31,814 CHF | 99.99% | 99.99% |
14/05/2024 | 6.31% | 0.19 CHF | 0.20 CHF | 210,000 | 210,000 | 216,225 | 216,225 | 34,311 CHF | 36,477 CHF | 100.00% | 100.00% |
13/05/2024 | 9.16% | 0.12 CHF | 0.13 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 25,131 CHF | 27,531 CHF | 100.00% | 100.00% |
10/05/2024 | 8.57% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 26,813 CHF | 29,213 CHF | 100.00% | 100.00% |
08/05/2024 | 8.52% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 239,945 | 239,945 | 26,973 CHF | 29,373 CHF | 99.06% | 99.06% |
07/05/2024 | 9.00% | 0.11 CHF | 0.12 CHF | 240,000 | 240,000 | 239,689 | 239,689 | 25,521 CHF | 27,921 CHF | 99.66% | 99.66% |
06/05/2024 | 9.85% | 0.10 CHF | 0.11 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 23,190 CHF | 25,590 CHF | 100.00% | 100.00% |
03/05/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 23,343 CHF | 25,743 CHF | 99.98% | 99.98% |
02/05/2024 | 9.30% | 0.10 CHF | 0.11 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 24,634 CHF | 27,034 CHF | 100.00% | 100.00% |
30/04/2024 | 10.09% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 22,599 CHF | 24,999 CHF | 100.00% | 100.00% |