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 | 3.50% | 0.29 CHF | 0.30 CHF | 1,000,000 | 200,000 | 999,874 | 200,000 | 281,269 CHF | 58,261 CHF | 99.27% | 99.27% |
15/05/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 1,000,000 | 200,000 | 1,000,000 | 211,565 | 240,643 CHF | 52,952 CHF | 99.08% | 99.08% |
14/05/2024 | 4.55% | 0.24 CHF | 0.25 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 215,800 CHF | 56,450 CHF | 99.27% | 99.27% |
13/05/2024 | 4.75% | 0.21 CHF | 0.22 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 205,664 CHF | 53,916 CHF | 98.81% | 98.81% |
10/05/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 195,283 CHF | 51,321 CHF | 99.27% | 99.27% |
08/05/2024 | 5.75% | 0.18 CHF | 0.19 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 169,730 CHF | 44,932 CHF | 99.27% | 99.27% |
07/05/2024 | 6.56% | 0.15 CHF | 0.16 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 147,586 CHF | 39,397 CHF | 99.27% | 99.27% |
06/05/2024 | 6.76% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 143,708 CHF | 38,427 CHF | 99.27% | 99.27% |
03/05/2024 | 8.04% | 0.14 CHF | 0.15 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 120,374 CHF | 32,594 CHF | 99.15% | 99.15% |
02/05/2024 | 8.89% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 108,025 CHF | 29,506 CHF | 99.19% | 99.19% |