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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 123,964 CHF | 42,821 CHF | 99.38% | 99.38% |
22/05/2024 | 4.06% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,734 CHF | 37,745 CHF | 99.36% | 99.36% |
21/05/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,489 CHF | 36,996 CHF | 99.24% | 99.24% |
17/05/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 245,078 CHF | 38,262 CHF | 99.36% | 99.36% |
16/05/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 253,640 CHF | 39,546 CHF | 98.47% | 98.47% |
15/05/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 257,616 CHF | 40,142 CHF | 98.33% | 98.33% |
14/05/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 252,626 CHF | 39,394 CHF | 99.36% | 99.36% |
13/05/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 220,793 CHF | 34,619 CHF | 98.93% | 98.93% |
10/05/2024 | 4.70% | 0.19 CHF | 0.20 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 208,825 CHF | 32,824 CHF | 99.36% | 99.36% |
08/05/2024 | 4.66% | 0.24 CHF | 0.25 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 210,181 CHF | 33,027 CHF | 99.36% | 99.36% |