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 | 4.72% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 310,833 CHF | 43,444 CHF | 99.27% | 99.27% |
15/05/2024 | 4.72% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 310,265 CHF | 43,369 CHF | 99.12% | 99.12% |
14/05/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 277,674 CHF | 39,023 CHF | 99.27% | 99.27% |
13/05/2024 | 5.32% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 274,633 CHF | 38,618 CHF | 98.75% | 98.75% |
10/05/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 258,168 CHF | 36,423 CHF | 99.27% | 99.27% |
08/05/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 252,594 CHF | 35,679 CHF | 99.27% | 99.27% |
07/05/2024 | 7.16% | 0.14 CHF | 0.15 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 202,413 CHF | 28,988 CHF | 99.27% | 99.27% |
06/05/2024 | 7.42% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 194,979 CHF | 27,997 CHF | 99.27% | 99.27% |
03/05/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 183,488 CHF | 26,465 CHF | 99.10% | 99.10% |
02/05/2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 175,739 CHF | 25,432 CHF | 99.24% | 99.24% |