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 | 8.09% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 178,477 CHF | 25,797 CHF | 99.27% | 99.27% |
15/05/2024 | 6.89% | 0.14 CHF | 0.15 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 210,517 CHF | 30,069 CHF | 99.08% | 99.08% |
14/05/2024 | 6.48% | 0.15 CHF | 0.16 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 224,273 CHF | 31,903 CHF | 99.27% | 99.27% |
13/05/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 210,042 CHF | 30,006 CHF | 98.81% | 98.81% |
10/05/2024 | 6.56% | 0.15 CHF | 0.16 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 221,289 CHF | 31,505 CHF | 99.27% | 99.27% |
08/05/2024 | 6.51% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 228,791 CHF | 32,505 CHF | 99.27% | 99.27% |
07/05/2024 | 4.89% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 299,074 CHF | 41,877 CHF | 99.27% | 99.27% |
06/05/2024 | 5.95% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 246,020 CHF | 34,803 CHF | 99.27% | 99.27% |
03/05/2024 | 6.76% | 0.14 CHF | 0.15 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 214,476 CHF | 30,597 CHF | 99.15% | 99.15% |
02/05/2024 | 6.88% | 0.14 CHF | 0.15 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 210,638 CHF | 30,085 CHF | 99.19% | 99.19% |