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 | 8.28% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 115,959 CHF | 62,980 CHF | 99.47% | 99.47% |
15/05/2024 | 8.36% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,865 CHF | 62,432 CHF | 99.73% | 99.73% |
14/05/2024 | 7.57% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,216 CHF | 68,608 CHF | 99.18% | 99.18% |
13/05/2024 | 7.85% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,933 | 122,472 CHF | 66,226 CHF | 99.02% | 99.02% |
10/05/2024 | 7.04% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 405,379 | 137,250 CHF | 59,653 CHF | 98.30% | 98.30% |
08/05/2024 | 6.86% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 411,899 | 140,857 CHF | 62,106 CHF | 99.56% | 99.56% |
07/05/2024 | 7.49% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 494,992 | 128,959 CHF | 68,728 CHF | 99.64% | 99.64% |
06/05/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,067 CHF | 68,534 CHF | 99.57% | 99.57% |
03/05/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 480,043 | 133,051 CHF | 68,532 CHF | 99.47% | 99.47% |
02/05/2024 | 8.03% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,619 CHF | 64,810 CHF | 99.14% | 99.14% |