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 | 5.28% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 288,896 | 288,896 | 53,292 CHF | 56,181 CHF | 84.15% | 84.15% |
15/05/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 267,123 | 267,123 | 52,066 CHF | 54,738 CHF | 86.88% | 86.88% |
14/05/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 255,393 | 255,393 | 51,016 CHF | 53,569 CHF | 93.71% | 93.71% |
13/05/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 302,234 | 302,234 | 52,153 CHF | 55,176 CHF | 97.78% | 97.78% |
10/05/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 378,201 | 378,201 | 52,479 CHF | 56,261 CHF | 100.00% | 100.00% |
08/05/2024 | 7.30% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 393,484 | 393,484 | 51,998 CHF | 55,933 CHF | 100.00% | 100.00% |
07/05/2024 | 7.18% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 389,370 | 389,369 | 52,286 CHF | 56,180 CHF | 99.86% | 99.86% |
06/05/2024 | 6.54% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 352,585 | 352,585 | 52,168 CHF | 55,694 CHF | 99.81% | 99.81% |
03/05/2024 | 6.72% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 364,208 | 364,208 | 52,405 CHF | 56,047 CHF | 100.00% | 100.00% |
02/05/2024 | 7.03% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 380,374 | 380,374 | 52,249 CHF | 56,053 CHF | 100.00% | 100.00% |