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 | 6.92% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 139,557 CHF | 74,779 CHF | 99.37% | 99.37% |
15/05/2024 | 6.69% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 144,721 CHF | 77,361 CHF | 99.38% | 99.38% |
14/05/2024 | 6.10% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 159,040 CHF | 84,520 CHF | 99.36% | 99.36% |
13/05/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 162,856 CHF | 86,428 CHF | 98.79% | 98.79% |
10/05/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,983 | 189,592 CHF | 98,716 CHF | 99.36% | 99.36% |
08/05/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 228,135 CHF | 95,254 CHF | 99.37% | 99.37% |
07/05/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 982,418 | 382,418 | 272,676 CHF | 109,781 CHF | 98.15% | 98.15% |
06/05/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 275,553 CHF | 114,221 CHF | 99.38% | 99.38% |
03/05/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 278,521 CHF | 115,408 CHF | 99.35% | 99.35% |
02/05/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 990,916 | 390,916 | 286,395 CHF | 116,832 CHF | 99.36% | 99.36% |