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 | 7.41% | 0.13 CHF | 0.14 CHF | 800,000 | 800,000 | 794,675 | 794,675 | 103,308 CHF | 111,254 CHF | 99.54% | 99.54% |
15/05/2024 | 7.85% | 0.13 CHF | 0.14 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 110,282 CHF | 119,282 CHF | 99.57% | 99.57% |
14/05/2024 | 7.76% | 0.12 CHF | 0.13 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 99,176 CHF | 107,176 CHF | 99.55% | 99.55% |
13/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 97,960 CHF | 104,960 CHF | 99.56% | 99.56% |
10/05/2024 | 6.73% | 0.15 CHF | 0.16 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 100,617 CHF | 107,617 CHF | 99.49% | 99.49% |
08/05/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 104,780 CHF | 111,780 CHF | 99.49% | 99.49% |
07/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 98,000 CHF | 105,000 CHF | 99.56% | 99.56% |
06/05/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 101,799 CHF | 108,799 CHF | 99.56% | 99.56% |
03/05/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 90,763 CHF | 96,763 CHF | 99.51% | 99.51% |
02/05/2024 | 6.11% | 0.16 CHF | 0.17 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 95,264 CHF | 101,264 CHF | 99.47% | 99.47% |