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 | 8.00% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 499,120 | 499,120 | 59,894 CHF | 64,886 CHF | 100.00% | 100.00% |
15/05/2024 | 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% |
14/05/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 58,499 CHF | 62,999 CHF | 100.00% | 100.00% |
13/05/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 58,500 CHF | 63,000 CHF | 100.00% | 100.00% |
10/05/2024 | 7.41% | 0.13 CHF | 0.14 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 58,500 CHF | 63,000 CHF | 100.00% | 100.00% |
08/05/2024 | 7.16% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 53,938 CHF | 57,938 CHF | 100.00% | 100.00% |
07/05/2024 | 7.07% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 54,627 CHF | 58,627 CHF | 100.00% | 100.00% |
06/05/2024 | 6.83% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 49,540 CHF | 53,040 CHF | 100.00% | 100.00% |
03/05/2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 52,844 CHF | 56,344 CHF | 100.00% | 100.00% |
02/05/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 55,639 CHF | 59,139 CHF | 100.00% | 100.00% |