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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 90,108 CHF | 96,108 CHF | 100.00% | 100.00% |
10/05/2024 | 6.20% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 93,734 CHF | 99,734 CHF | 100.00% | 100.00% |
08/05/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 599,766 | 599,766 | 104,668 CHF | 110,668 CHF | 99.63% | 99.63% |
07/05/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 599,673 | 599,673 | 93,269 CHF | 99,269 CHF | 100.00% | 100.00% |
06/05/2024 | 6.52% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 89,040 CHF | 95,040 CHF | 100.00% | 100.00% |
03/05/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 94,957 CHF | 100,957 CHF | 99.96% | 99.96% |
02/05/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 102,688 CHF | 108,688 CHF | 99.99% | 99.99% |
30/04/2024 | 5.92% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 98,457 CHF | 104,457 CHF | 100.00% | 100.00% |
29/04/2024 | 5.67% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 599,748 | 599,748 | 102,881 CHF | 108,881 CHF | 100.00% | 100.00% |
26/04/2024 | 5.39% | 0.20 CHF | 0.21 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 108,337 CHF | 114,337 CHF | 99.54% | 99.54% |