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 | 4.82% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 99,649 | 99,649 | 20,175 CHF | 21,172 CHF | 100.00% | 100.00% |
15/05/2024 | 5.09% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,159 CHF | 20,159 CHF | 100.00% | 100.00% |
14/05/2024 | 4.84% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,165 CHF | 21,165 CHF | 100.00% | 100.00% |
13/05/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 23,775 CHF | 25,025 CHF | 100.00% | 100.00% |
10/05/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 24,728 CHF | 25,978 CHF | 100.00% | 100.00% |
08/05/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 23,750 CHF | 25,000 CHF | 100.00% | 100.00% |
07/05/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 23,109 CHF | 24,359 CHF | 100.00% | 100.00% |
06/05/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 23,817 CHF | 25,067 CHF | 100.00% | 100.00% |
03/05/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 25,519 CHF | 26,769 CHF | 100.00% | 100.00% |
02/05/2024 | 5.48% | 0.18 CHF | 0.19 CHF | 125,000 | 125,000 | 108,743 | 108,743 | 19,288 CHF | 20,376 CHF | 100.00% | 100.00% |