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 | 4.95% | 0.19 CHF | 0.20 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 197,168 CHF | 103,584 CHF | 99.37% | 99.37% |
15/05/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 203,242 CHF | 106,621 CHF | 99.38% | 99.38% |
14/05/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 218,029 CHF | 114,014 CHF | 99.36% | 99.36% |
13/05/2024 | 4.38% | 0.22 CHF | 0.23 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 223,589 CHF | 116,795 CHF | 98.80% | 98.80% |
10/05/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 439,248 | 253,082 CHF | 115,401 CHF | 99.37% | 99.37% |
08/05/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 297,210 CHF | 122,884 CHF | 99.38% | 99.38% |
07/05/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 963,230 | 363,230 | 332,983 CHF | 129,016 CHF | 98.16% | 98.16% |
06/05/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 340,425 CHF | 140,170 CHF | 99.37% | 99.37% |
03/05/2024 | 2.88% | 0.35 CHF | 0.36 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 341,818 CHF | 140,727 CHF | 99.35% | 99.35% |
02/05/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 978,287 | 378,287 | 345,458 CHF | 137,267 CHF | 99.36% | 99.36% |