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 | 8.54% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 499,290 | 499,290 | 56,329 CHF | 61,329 CHF | 100.00% | 100.00% |
15/05/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 499,123 | 499,123 | 64,648 CHF | 69,648 CHF | 100.00% | 100.00% |
14/05/2024 | 8.44% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 56,925 CHF | 61,925 CHF | 99.99% | 99.99% |
13/05/2024 | 8.25% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 58,197 CHF | 63,197 CHF | 100.00% | 100.00% |
10/05/2024 | 9.12% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 52,336 CHF | 57,336 CHF | 100.00% | 100.00% |
08/05/2024 | 6.92% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 69,974 CHF | 74,974 CHF | 99.63% | 99.63% |
07/05/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 64,194 CHF | 69,194 CHF | 100.00% | 100.00% |
06/05/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 60,835 CHF | 65,835 CHF | 100.00% | 100.00% |
03/05/2024 | 7.81% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 61,579 CHF | 66,579 CHF | 99.99% | 99.99% |
02/05/2024 | 8.87% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 54,057 CHF | 59,057 CHF | 99.99% | 99.99% |