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 | 4.37% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 233,264 | 233,264 | 52,250 CHF | 54,583 CHF | 99.26% | 99.26% |
15/05/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 245,156 | 245,156 | 53,027 CHF | 55,479 CHF | 99.39% | 99.39% |
14/05/2024 | 3.79% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 202,809 | 202,809 | 52,519 CHF | 54,547 CHF | 95.90% | 95.90% |
13/05/2024 | 5.38% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 291,188 | 291,188 | 52,667 CHF | 55,579 CHF | 99.39% | 99.39% |
10/05/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 289,112 | 289,111 | 53,343 CHF | 56,234 CHF | 99.39% | 99.39% |
08/05/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 366,808 | 366,808 | 52,521 CHF | 56,189 CHF | 99.38% | 99.38% |
07/05/2024 | 6.93% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 376,656 | 376,656 | 52,449 CHF | 56,215 CHF | 99.24% | 99.24% |
06/05/2024 | 7.27% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 391,449 | 391,449 | 51,881 CHF | 55,795 CHF | 99.22% | 99.22% |
03/05/2024 | 6.87% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 373,764 | 373,764 | 52,553 CHF | 56,290 CHF | 99.39% | 99.39% |
02/05/2024 | 8.15% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 439,880 | 439,880 | 51,776 CHF | 56,175 CHF | 99.38% | 99.38% |