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 | 3.86% | 0.26 CHF | 0.27 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 381,309 CHF | 66,052 CHF | 99.27% | 99.27% |
15/05/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 336,343 CHF | 58,557 CHF | 99.09% | 99.09% |
14/05/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 307,607 CHF | 53,768 CHF | 99.27% | 99.27% |
13/05/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 296,094 CHF | 51,849 CHF | 98.81% | 98.81% |
10/05/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 283,367 CHF | 49,728 CHF | 99.27% | 99.27% |
08/05/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 254,621 CHF | 44,937 CHF | 99.27% | 99.27% |
07/05/2024 | 6.39% | 0.15 CHF | 0.16 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 227,519 CHF | 40,420 CHF | 99.27% | 99.27% |
06/05/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 220,327 CHF | 39,221 CHF | 99.27% | 99.27% |
03/05/2024 | 7.73% | 0.14 CHF | 0.15 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 187,557 CHF | 33,760 CHF | 99.15% | 99.15% |
02/05/2024 | 8.33% | 0.11 CHF | 0.12 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 172,835 CHF | 31,306 CHF | 99.19% | 99.19% |