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 | 5.42% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 269,642 CHF | 37,952 CHF | 99.27% | 99.27% |
15/05/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 311,360 CHF | 43,515 CHF | 99.09% | 99.09% |
14/05/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 332,842 CHF | 46,379 CHF | 99.27% | 99.27% |
13/05/2024 | 4.70% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 312,412 CHF | 43,655 CHF | 98.81% | 98.81% |
10/05/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 324,622 CHF | 45,283 CHF | 99.27% | 99.27% |
08/05/2024 | 4.64% | 0.18 CHF | 0.19 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 322,451 CHF | 44,994 CHF | 99.27% | 99.27% |
07/05/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 414,342 CHF | 57,246 CHF | 99.27% | 99.27% |
06/05/2024 | 4.23% | 0.27 CHF | 0.28 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 349,131 CHF | 48,551 CHF | 99.27% | 99.27% |
03/05/2024 | 4.63% | 0.21 CHF | 0.22 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 316,386 CHF | 44,185 CHF | 99.15% | 99.15% |
02/05/2024 | 4.73% | 0.19 CHF | 0.20 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 310,128 CHF | 43,350 CHF | 99.19% | 99.19% |