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 | 5.39% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 271,323 CHF | 38,177 CHF | 99.27% | 99.27% |
15/05/2024 | 4.78% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 306,401 CHF | 42,854 CHF | 99.08% | 99.08% |
14/05/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 327,428 CHF | 45,657 CHF | 99.27% | 99.27% |
13/05/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 304,274 CHF | 42,570 CHF | 98.81% | 98.81% |
10/05/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 313,619 CHF | 43,816 CHF | 99.27% | 99.27% |
08/05/2024 | 4.66% | 0.18 CHF | 0.19 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 319,153 CHF | 44,554 CHF | 99.27% | 99.27% |
07/05/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 393,849 CHF | 54,513 CHF | 99.27% | 99.27% |
06/05/2024 | 4.29% | 0.26 CHF | 0.27 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 343,081 CHF | 47,744 CHF | 99.27% | 99.27% |
03/05/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 302,101 CHF | 42,280 CHF | 99.15% | 99.15% |
02/05/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 296,040 CHF | 41,472 CHF | 99.19% | 99.19% |