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 | 6.40% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 151,278 CHF | 64,511 CHF | 98.87% | 98.87% |
15/05/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 167,041 CHF | 70,817 CHF | 98.93% | 98.93% |
14/05/2024 | 6.26% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 154,924 CHF | 65,970 CHF | 98.59% | 98.59% |
13/05/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 155,204 CHF | 66,082 CHF | 94.84% | 94.84% |
10/05/2024 | 5.80% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 167,581 CHF | 71,032 CHF | 98.70% | 98.70% |
08/05/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,181 CHF | 77,272 CHF | 99.07% | 99.07% |
07/05/2024 | 5.28% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 184,672 CHF | 77,869 CHF | 98.81% | 98.81% |
06/05/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 176,177 CHF | 74,471 CHF | 98.77% | 98.77% |
03/05/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 165,227 CHF | 70,091 CHF | 99.08% | 99.08% |
02/05/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 169,189 CHF | 71,676 CHF | 98.86% | 98.86% |