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 | 6.73% | 0.15 CHF | 0.16 CHF | 800,000 | 800,000 | 796,487 | 796,487 | 114,473 CHF | 122,438 CHF | 100.00% | 100.00% |
15/05/2024 | 6.56% | 0.14 CHF | 0.15 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 118,046 CHF | 126,046 CHF | 100.00% | 100.00% |
14/05/2024 | 6.23% | 0.15 CHF | 0.16 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 124,579 CHF | 132,579 CHF | 100.00% | 100.00% |
13/05/2024 | 6.46% | 0.15 CHF | 0.16 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 119,913 CHF | 127,913 CHF | 100.00% | 100.00% |
10/05/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 105,055 CHF | 112,055 CHF | 100.00% | 100.00% |
08/05/2024 | 6.05% | 0.16 CHF | 0.17 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 112,227 CHF | 119,227 CHF | 100.00% | 100.00% |
07/05/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 119,000 CHF | 126,000 CHF | 100.00% | 100.00% |
06/05/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 102,700 CHF | 108,700 CHF | 100.00% | 100.00% |
03/05/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 108,130 CHF | 114,130 CHF | 100.00% | 100.00% |
02/05/2024 | 5.24% | 0.18 CHF | 0.19 CHF | 600,000 | 600,000 | 534,980 | 534,980 | 99,287 CHF | 104,637 CHF | 100.00% | 100.00% |