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 | 3.91% | 0.26 CHF | 0.27 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 251,185 CHF | 52,237 CHF | 99.27% | 99.27% |
15/05/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 249,634 CHF | 51,927 CHF | 99.12% | 99.12% |
14/05/2024 | 4.32% | 0.24 CHF | 0.25 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 226,796 CHF | 47,359 CHF | 99.27% | 99.27% |
13/05/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 224,804 CHF | 46,961 CHF | 98.75% | 98.75% |
10/05/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 217,394 CHF | 45,479 CHF | 99.27% | 99.27% |
08/05/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 212,297 CHF | 44,459 CHF | 99.27% | 99.27% |
07/05/2024 | 5.74% | 0.18 CHF | 0.19 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 169,612 CHF | 35,923 CHF | 99.27% | 99.27% |
06/05/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 161,765 CHF | 34,353 CHF | 99.27% | 99.27% |
03/05/2024 | 6.23% | 0.16 CHF | 0.17 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 155,730 CHF | 33,146 CHF | 99.10% | 99.10% |
02/05/2024 | 6.07% | 0.15 CHF | 0.16 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 160,091 CHF | 34,018 CHF | 99.24% | 99.24% |