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 | 2.73% | 0.39 CHF | 0.40 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 362,481 CHF | 148,992 CHF | 99.27% | 99.27% |
15/05/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 357,526 CHF | 147,010 CHF | 99.12% | 99.12% |
14/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 368,037 CHF | 151,215 CHF | 99.27% | 99.27% |
13/05/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 348,530 CHF | 143,412 CHF | 98.75% | 98.75% |
10/05/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 355,937 CHF | 146,375 CHF | 99.27% | 99.27% |
08/05/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 293,579 CHF | 121,432 CHF | 99.27% | 99.27% |
07/05/2024 | 3.51% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 280,263 CHF | 116,105 CHF | 99.27% | 99.27% |
06/05/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 286,276 CHF | 118,510 CHF | 99.27% | 99.27% |
03/05/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 268,591 CHF | 111,436 CHF | 99.10% | 99.10% |
02/05/2024 | 4.40% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 223,040 CHF | 93,216 CHF | 99.24% | 99.24% |