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 | 5.19% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 275,080 | 275,080 | 51,666 CHF | 54,417 CHF | 99.24% | 99.24% |
15/05/2024 | 5.25% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 283,063 | 283,063 | 52,467 CHF | 55,297 CHF | 99.39% | 99.39% |
14/05/2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,984 | 249,984 | 52,826 CHF | 55,326 CHF | 95.89% | 95.89% |
13/05/2024 | 5.95% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 315,871 | 315,871 | 51,538 CHF | 54,697 CHF | 99.39% | 99.39% |
10/05/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 310,247 | 310,247 | 51,557 CHF | 54,659 CHF | 99.39% | 99.39% |
08/05/2024 | 7.66% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 410,765 | 410,765 | 51,585 CHF | 55,692 CHF | 90.33% | 90.33% |
07/05/2024 | 7.62% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 409,179 | 409,179 | 51,718 CHF | 55,810 CHF | 99.24% | 99.24% |
06/05/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 419,640 | 419,640 | 51,140 CHF | 55,337 CHF | 99.22% | 99.22% |
03/05/2024 | 7.60% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 409,765 | 409,765 | 51,867 CHF | 55,964 CHF | 99.39% | 99.39% |
02/05/2024 | 8.45% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 453,000 | 452,999 | 51,368 CHF | 55,898 CHF | 99.39% | 99.39% |