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 | 4.43% | 0.22 CHF | 0.23 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 331,643 CHF | 57,774 CHF | 99.27% | 99.27% |
15/05/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 297,552 CHF | 52,092 CHF | 99.08% | 99.08% |
14/05/2024 | 5.34% | 0.20 CHF | 0.21 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 273,910 CHF | 48,152 CHF | 99.27% | 99.27% |
13/05/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 265,159 CHF | 46,693 CHF | 98.81% | 98.81% |
10/05/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 253,824 CHF | 44,804 CHF | 99.27% | 99.27% |
08/05/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 233,259 CHF | 41,377 CHF | 99.27% | 99.27% |
07/05/2024 | 6.83% | 0.14 CHF | 0.15 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 212,112 CHF | 37,852 CHF | 99.27% | 99.27% |
06/05/2024 | 6.82% | 0.13 CHF | 0.14 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 213,044 CHF | 38,007 CHF | 99.27% | 99.27% |
03/05/2024 | 8.07% | 0.14 CHF | 0.15 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 179,897 CHF | 32,483 CHF | 99.15% | 99.15% |
02/05/2024 | 8.82% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 162,771 CHF | 29,629 CHF | 99.19% | 99.19% |