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 | 5.80% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 167,641 CHF | 71,057 CHF | 99.24% | 99.24% |
15/05/2024 | 5.07% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 193,475 CHF | 81,390 CHF | 99.12% | 99.12% |
14/05/2024 | 5.94% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 403,538 | 164,288 CHF | 70,281 CHF | 98.61% | 98.61% |
13/05/2024 | 6.80% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 480,586 | 143,124 CHF | 73,134 CHF | 98.52% | 98.52% |
10/05/2024 | 5.95% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 418,195 | 163,823 CHF | 72,359 CHF | 98.25% | 98.25% |
08/05/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 186,552 CHF | 78,621 CHF | 98.38% | 98.38% |
07/05/2024 | 4.15% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 236,774 CHF | 98,709 CHF | 98.99% | 98.99% |
06/05/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 248,373 CHF | 103,349 CHF | 98.82% | 98.82% |
03/05/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 230,872 CHF | 96,349 CHF | 98.52% | 98.52% |
02/05/2024 | 3.93% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 250,629 CHF | 104,252 CHF | 98.71% | 98.71% |