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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 38,250 CHF | 40,500 CHF | 99.50% | 99.50% |
21/05/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 34,000 CHF | 36,000 CHF | 99.56% | 99.56% |
17/05/2024 | 5.58% | 0.17 CHF | 0.18 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 30,530 CHF | 32,280 CHF | 98.95% | 98.95% |
16/05/2024 | 5.18% | 0.19 CHF | 0.20 CHF | 175,000 | 175,000 | 175,439 | 175,439 | 33,031 CHF | 34,786 CHF | 99.59% | 99.59% |
15/05/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 29,176 CHF | 30,676 CHF | 99.50% | 99.50% |
14/05/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 38,733 CHF | 40,483 CHF | 99.49% | 99.55% |
13/05/2024 | 5.23% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 37,345 CHF | 39,345 CHF | 99.10% | 99.10% |
10/05/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 39,308 CHF | 41,558 CHF | 99.46% | 99.52% |
08/05/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 36,000 CHF | 38,000 CHF | 99.48% | 99.48% |
07/05/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 33,253 CHF | 35,003 CHF | 99.59% | 99.59% |