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 | 9.00% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 106,342 CHF | 46,537 CHF | 98.84% | 98.84% |
15/05/2024 | 7.79% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 988,185 | 388,185 | 122,127 CHF | 51,811 CHF | 98.96% | 98.96% |
14/05/2024 | 8.63% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,971 CHF | 48,388 CHF | 98.59% | 98.59% |
13/05/2024 | 8.68% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 110,191 CHF | 48,076 CHF | 94.83% | 94.83% |
10/05/2024 | 7.76% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 987,542 | 387,542 | 122,611 CHF | 51,880 CHF | 98.80% | 98.80% |
08/05/2024 | 6.88% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 953,073 | 353,073 | 133,867 CHF | 52,952 CHF | 99.07% | 99.07% |
07/05/2024 | 6.75% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 902,439 | 302,439 | 129,297 CHF | 46,351 CHF | 99.17% | 99.17% |
06/05/2024 | 7.11% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 992,299 | 392,299 | 134,671 CHF | 57,145 CHF | 98.79% | 98.79% |
03/05/2024 | 7.75% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 124,185 CHF | 53,674 CHF | 98.35% | 98.35% |
02/05/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,845 CHF | 55,538 CHF | 98.86% | 98.86% |