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 | 7.96% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 423,340 | 423,340 | 51,069 CHF | 55,303 CHF | 99.86% | 99.86% |
15/05/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 409,092 | 409,092 | 51,674 CHF | 55,765 CHF | 100.00% | 100.00% |
14/05/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 404,804 | 404,804 | 51,856 CHF | 55,904 CHF | 99.77% | 99.77% |
13/05/2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 436,936 | 436,936 | 51,368 CHF | 55,738 CHF | 100.00% | 100.00% |
10/05/2024 | 9.07% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 482,526 | 482,526 | 50,813 CHF | 55,638 CHF | 100.00% | 100.00% |
08/05/2024 | 9.34% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 494,529 | 494,529 | 50,524 CHF | 55,469 CHF | 100.00% | 100.00% |
07/05/2024 | 9.32% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 494,430 | 494,430 | 50,648 CHF | 55,592 CHF | 99.85% | 99.85% |
06/05/2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,751 | 475,751 | 52,135 CHF | 56,893 CHF | 99.82% | 99.82% |
03/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,241 CHF | 56,991 CHF | 100.00% | 100.00% |
02/05/2024 | 8.98% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 480,447 | 480,447 | 51,186 CHF | 55,991 CHF | 100.00% | 100.00% |