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 | 6.12% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 150,878 | 150,878 | 23,913 CHF | 25,421 CHF | 100.00% | 100.00% |
15/05/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 168,931 | 168,930 | 30,687 CHF | 32,376 CHF | 100.00% | 100.00% |
14/05/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 199,978 | 200,000 | 36,435 CHF | 38,439 CHF | 100.00% | 100.00% |
13/05/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 38,116 CHF | 40,616 CHF | 100.00% | 100.00% |
10/05/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 30,349 CHF | 32,849 CHF | 100.00% | 100.00% |
08/05/2024 | 9.13% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 26,216 CHF | 28,716 CHF | 100.00% | 100.00% |
07/05/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 27,008 CHF | 29,258 CHF | 100.00% | 100.00% |
06/05/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 27,926 CHF | 30,176 CHF | 100.00% | 100.00% |
03/05/2024 | 7.83% | 0.13 CHF | 0.14 CHF | 250,000 | 250,000 | 250,000 | 249,921 | 30,714 CHF | 33,204 CHF | 100.00% | 100.00% |
02/05/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 175,000 | 175,000 | 142,513 | 142,513 | 17,194 CHF | 18,620 CHF | 99.91% | 99.91% |