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 | 5.58% | 0.19 CHF | 0.20 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 262,605 CHF | 27,761 CHF | 99.27% | 99.27% |
15/05/2024 | 5.54% | 0.19 CHF | 0.20 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 263,770 CHF | 27,877 CHF | 99.12% | 99.12% |
14/05/2024 | 6.86% | 0.16 CHF | 0.17 CHF | 1,500,000 | 150,000 | 1,500,000 | 156,646 | 212,440 CHF | 23,618 CHF | 99.27% | 99.27% |
13/05/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 1,500,000 | 150,000 | 1,500,000 | 155,287 | 209,765 CHF | 23,262 CHF | 98.75% | 98.75% |
10/05/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 189,607 CHF | 27,281 CHF | 99.27% | 99.27% |
08/05/2024 | 8.20% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 198,420 | 177,335 CHF | 25,408 CHF | 99.27% | 99.27% |
07/05/2024 | 14.05% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 100,964 CHF | 15,462 CHF | 99.27% | 99.27% |
06/05/2024 | 15.72% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 88,241 CHF | 13,766 CHF | 99.27% | 99.27% |
03/05/2024 | 17.73% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 77,471 CHF | 12,330 CHF | 99.11% | 99.11% |
02/05/2024 | 17.60% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 78,539 CHF | 12,472 CHF | 99.24% | 99.24% |