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 | 9.11% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 486,871 | 486,871 | 51,066 CHF | 55,934 CHF | 99.23% | 99.23% |
15/05/2024 | 8.41% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 457,779 | 457,779 | 52,147 CHF | 56,724 CHF | 99.38% | 99.38% |
14/05/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 487,327 | 487,327 | 51,156 CHF | 56,030 CHF | 99.17% | 99.17% |
13/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,294 | 473,294 | 52,062 CHF | 56,795 CHF | 99.38% | 99.38% |
10/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 469,968 | 469,968 | 51,697 CHF | 56,396 CHF | 99.39% | 99.39% |
08/05/2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 441,604 | 441,604 | 51,467 CHF | 55,883 CHF | 99.38% | 99.38% |
07/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,483 | 475,483 | 52,303 CHF | 57,058 CHF | 99.23% | 99.23% |
06/05/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 476,447 | 476,447 | 51,868 CHF | 56,632 CHF | 99.21% | 99.21% |
03/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.39% | 99.39% |
02/05/2024 | 8.38% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 452,217 | 452,217 | 51,650 CHF | 56,172 CHF | 99.38% | 99.38% |