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 | 5.08% | 0.21 CHF | 0.22 CHF | 430,000 | 430,000 | 429,390 | 429,390 | 82,807 CHF | 87,107 CHF | 99.84% | 99.84% |
15/05/2024 | 5.21% | 0.20 CHF | 0.21 CHF | 440,000 | 440,000 | 439,204 | 439,204 | 82,491 CHF | 86,891 CHF | 99.77% | 99.77% |
14/05/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 460,000 | 460,000 | 460,000 | 460,000 | 84,415 CHF | 89,015 CHF | 99.80% | 99.80% |
13/05/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 84,487 CHF | 89,387 CHF | 100.00% | 100.00% |
10/05/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 83,498 CHF | 88,398 CHF | 100.00% | 100.00% |
08/05/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 480,000 | 480,000 | 479,817 | 479,817 | 81,796 CHF | 86,596 CHF | 99.29% | 99.29% |
07/05/2024 | 5.66% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 499,211 | 499,211 | 85,941 CHF | 90,941 CHF | 99.94% | 99.94% |
06/05/2024 | 6.02% | 0.17 CHF | 0.18 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 83,775 CHF | 88,975 CHF | 100.00% | 100.00% |
03/05/2024 | 6.07% | 0.15 CHF | 0.16 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 78,305 CHF | 83,205 CHF | 98.78% | 98.78% |
02/05/2024 | 5.76% | 0.17 CHF | 0.18 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 75,918 CHF | 80,418 CHF | 100.00% | 100.00% |