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 | 3.03% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 325,666 CHF | 134,267 CHF | 99.30% | 99.30% |
15/05/2024 | 2.80% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 352,732 CHF | 145,093 CHF | 86.86% | 99.11% |
14/05/2024 | 3.10% | 0.37 CHF | 0.38 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 318,558 CHF | 131,423 CHF | 98.61% | 98.61% |
13/05/2024 | 3.36% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 293,426 CHF | 121,371 CHF | 98.56% | 98.56% |
10/05/2024 | 3.12% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 316,435 CHF | 130,574 CHF | 97.60% | 97.60% |
08/05/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 989,145 | 389,145 | 335,887 CHF | 135,902 CHF | 98.38% | 98.38% |
07/05/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 900,000 | 300,000 | 900,822 | 300,822 | 358,459 CHF | 122,697 CHF | 98.95% | 98.95% |
06/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 369,372 CHF | 126,124 CHF | 98.04% | 99.02% |
03/05/2024 | 2.55% | 0.37 CHF | 0.38 CHF | 1,000,000 | 400,000 | 974,088 | 374,088 | 377,258 CHF | 148,402 CHF | 98.05% | 98.05% |
02/05/2024 | 2.42% | 0.38 CHF | 0.39 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 409,516 CHF | 167,806 CHF | 98.74% | 98.74% |