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 | 6.90% | 0.14 CHF | 0.15 CHF | 800,000 | 800,000 | 794,727 | 794,727 | 111,262 CHF | 119,209 CHF | 100.00% | 100.00% |
15/05/2024 | 7.19% | 0.13 CHF | 0.14 CHF | 800,000 | 800,000 | 875,766 | 875,766 | 117,583 CHF | 126,340 CHF | 100.00% | 100.00% |
14/05/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 111,180 CHF | 119,180 CHF | 100.00% | 100.00% |
13/05/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 112,083 CHF | 120,083 CHF | 100.00% | 100.00% |
10/05/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 105,199 CHF | 112,199 CHF | 100.00% | 100.00% |
08/05/2024 | 5.80% | 0.17 CHF | 0.18 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 100,453 CHF | 106,453 CHF | 100.00% | 100.00% |
07/05/2024 | 5.34% | 0.17 CHF | 0.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 91,269 CHF | 96,269 CHF | 100.00% | 100.00% |
06/05/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 95,905 CHF | 100,905 CHF | 100.00% | 100.00% |
03/05/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 115,102 CHF | 121,102 CHF | 100.00% | 100.00% |
02/05/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 112,125 CHF | 118,125 CHF | 100.00% | 100.00% |