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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 6.78% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 142,826 CHF | 61,130 CHF | 98.89% | 98.89% |
07/05/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 153,014 CHF | 65,206 CHF | 98.88% | 98.88% |
06/05/2024 | 6.74% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 143,793 CHF | 61,517 CHF | 99.08% | 99.08% |
03/05/2024 | 7.51% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 417,895 | 128,300 CHF | 57,660 CHF | 98.59% | 98.59% |
02/05/2024 | 7.48% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,780 CHF | 55,512 CHF | 99.08% | 99.08% |
30/04/2024 | 6.92% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 401,342 | 140,480 CHF | 60,367 CHF | 98.23% | 98.23% |
29/04/2024 | 4.74% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,968 | 300,968 | 185,500 CHF | 64,972 CHF | 98.62% | 98.62% |
26/04/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 982,152 | 382,152 | 195,386 CHF | 79,755 CHF | 98.30% | 98.30% |
25/04/2024 | 5.39% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 180,939 CHF | 76,376 CHF | 99.03% | 99.03% |
24/04/2024 | 4.96% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 999,345 | 399,345 | 196,396 CHF | 82,473 CHF | 98.61% | 98.61% |