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 | 5.12% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 191,437 | 191,437 | 37,872 CHF | 39,797 CHF | 100.00% | 100.00% |
14/05/2024 | 4.95% | 0.23 CHF | 0.24 CHF | 210,000 | 210,000 | 210,572 | 210,572 | 42,387 CHF | 44,497 CHF | 100.00% | 100.00% |
13/05/2024 | 6.67% | 0.16 CHF | 0.17 CHF | 230,000 | 230,000 | 238,454 | 238,454 | 34,619 CHF | 37,003 CHF | 100.00% | 100.00% |
10/05/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 36,581 CHF | 38,981 CHF | 100.00% | 100.00% |
08/05/2024 | 6.37% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 239,945 | 239,945 | 36,469 CHF | 38,869 CHF | 99.06% | 99.06% |
07/05/2024 | 6.54% | 0.15 CHF | 0.16 CHF | 240,000 | 240,000 | 239,572 | 239,572 | 35,556 CHF | 37,956 CHF | 99.63% | 99.63% |
06/05/2024 | 7.02% | 0.14 CHF | 0.15 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 33,028 CHF | 35,428 CHF | 100.00% | 100.00% |
03/05/2024 | 7.01% | 0.13 CHF | 0.14 CHF | 240,000 | 240,000 | 239,666 | 239,666 | 33,019 CHF | 35,415 CHF | 99.99% | 99.99% |
02/05/2024 | 6.70% | 0.14 CHF | 0.15 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 34,654 CHF | 37,054 CHF | 99.99% | 99.99% |
30/04/2024 | 7.14% | 0.13 CHF | 0.14 CHF | 240,000 | 240,000 | 238,789 | 238,789 | 32,242 CHF | 34,630 CHF | 99.99% | 99.99% |