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 | 5.36% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 296,624 | 296,624 | 53,844 CHF | 56,810 CHF | 99.85% | 99.85% |
15/05/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 294,807 | 294,807 | 53,334 CHF | 56,282 CHF | 100.00% | 100.00% |
14/05/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,588 | 299,588 | 53,682 CHF | 56,678 CHF | 99.77% | 99.77% |
13/05/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,195 | 275,195 | 52,243 CHF | 54,995 CHF | 100.00% | 100.00% |
10/05/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,444 CHF | 54,944 CHF | 100.00% | 100.00% |
08/05/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,477 | 249,477 | 54,158 CHF | 56,652 CHF | 100.00% | 100.00% |
07/05/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,864 CHF | 57,364 CHF | 99.85% | 99.85% |
06/05/2024 | 4.55% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,683 CHF | 56,183 CHF | 99.81% | 99.81% |
03/05/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 248,897 | 248,897 | 54,902 CHF | 57,391 CHF | 100.00% | 100.00% |
02/05/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 227,734 | 227,734 | 52,636 CHF | 54,914 CHF | 100.00% | 100.00% |