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 | 8.53% | 0.11 CHF | 0.12 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 112,540 CHF | 30,635 CHF | 98.49% | 98.49% |
15/05/2024 | 7.94% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 121,444 CHF | 32,861 CHF | 98.31% | 98.31% |
14/05/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 132,585 CHF | 35,646 CHF | 99.36% | 99.36% |
13/05/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 111,153 CHF | 30,288 CHF | 98.92% | 98.92% |
10/05/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 101,263 CHF | 27,816 CHF | 99.37% | 99.37% |
08/05/2024 | 8.58% | 0.10 CHF | 0.11 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 111,918 CHF | 30,480 CHF | 99.36% | 99.36% |
07/05/2024 | 7.85% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 122,621 CHF | 33,155 CHF | 94.72% | 94.72% |
06/05/2024 | 7.78% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 123,717 CHF | 33,429 CHF | 99.36% | 99.36% |
03/05/2024 | 6.94% | 0.12 CHF | 0.13 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 139,720 CHF | 37,430 CHF | 99.36% | 99.36% |
02/05/2024 | 6.39% | 0.14 CHF | 0.15 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 151,707 CHF | 40,427 CHF | 99.37% | 99.37% |