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 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 495,584 | 495,584 | 49,558 CHF | 54,514 CHF | 100.00% | 100.00% |
15/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 100.00% | 100.00% |
14/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 100.00% | 100.00% |
13/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,000 CHF | 55,000 CHF | 100.00% | 100.00% |
10/05/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 50,754 CHF | 55,754 CHF | 100.00% | 100.00% |
08/05/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 54,000 CHF | 58,500 CHF | 100.00% | 100.00% |
07/05/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 53,343 CHF | 57,843 CHF | 100.00% | 100.00% |
06/05/2024 | 7.64% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 50,440 CHF | 54,440 CHF | 100.00% | 100.00% |
03/05/2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 51,842 CHF | 55,842 CHF | 100.00% | 100.00% |
02/05/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 367,490 | 367,490 | 47,774 CHF | 51,449 CHF | 100.00% | 100.00% |