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 | 4.79% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 306,748 CHF | 32,175 CHF | 99.27% | 99.27% |
15/05/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 356,053 CHF | 37,105 CHF | 99.08% | 99.08% |
14/05/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 387,802 CHF | 40,280 CHF | 99.27% | 99.27% |
13/05/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 358,772 CHF | 37,377 CHF | 98.81% | 98.81% |
10/05/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 367,402 CHF | 38,240 CHF | 99.27% | 99.27% |
08/05/2024 | 4.21% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 358,765 CHF | 37,377 CHF | 99.27% | 99.27% |
07/05/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 483,769 CHF | 49,877 CHF | 99.27% | 99.27% |
06/05/2024 | 3.75% | 0.31 CHF | 0.32 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 395,132 CHF | 41,013 CHF | 99.27% | 99.27% |
03/05/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 333,894 CHF | 34,889 CHF | 99.15% | 99.15% |
02/05/2024 | 4.54% | 0.20 CHF | 0.21 CHF | 1,500,000 | 150,000 | 1,500,000 | 151,013 | 323,162 CHF | 34,039 CHF | 99.19% | 99.19% |