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 | 7.78% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 123,666 CHF | 53,466 CHF | 95.30% | 95.30% |
15/05/2024 | 7.00% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,028 CHF | 59,211 CHF | 98.34% | 98.34% |
14/05/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 149,648 CHF | 63,859 CHF | 98.76% | 98.76% |
13/05/2024 | 6.80% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 142,151 CHF | 60,861 CHF | 87.35% | 87.35% |
10/05/2024 | 7.66% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,701 CHF | 54,280 CHF | 99.53% | 99.53% |
08/05/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,720 CHF | 56,688 CHF | 98.69% | 98.69% |
07/05/2024 | 6.98% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,290 CHF | 59,316 CHF | 99.20% | 99.20% |
06/05/2024 | 6.30% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 945,454 | 345,454 | 146,002 CHF | 56,579 CHF | 99.49% | 99.49% |
03/05/2024 | 5.67% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 901,559 | 301,559 | 154,731 CHF | 54,759 CHF | 99.39% | 99.39% |
02/05/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 163,473 CHF | 57,491 CHF | 99.12% | 99.12% |