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 | 5.21% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 186,998 CHF | 78,799 CHF | 99.48% | 99.48% |
15/05/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 989,971 | 389,971 | 181,956 CHF | 75,479 CHF | 99.50% | 99.50% |
14/05/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 935,205 | 335,205 | 185,535 CHF | 69,765 CHF | 99.14% | 99.14% |
13/05/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 976,644 | 376,644 | 190,983 CHF | 77,353 CHF | 99.02% | 99.02% |
10/05/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 192,375 CHF | 67,125 CHF | 98.23% | 98.23% |
08/05/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,971 | 300,971 | 196,919 CHF | 68,786 CHF | 99.56% | 99.56% |
07/05/2024 | 4.86% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 979,494 | 379,494 | 196,637 CHF | 79,850 CHF | 99.63% | 99.63% |
06/05/2024 | 4.89% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 199,936 CHF | 83,974 CHF | 99.55% | 99.55% |
03/05/2024 | 4.73% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 966,459 | 366,459 | 199,607 CHF | 79,180 CHF | 99.54% | 99.54% |
02/05/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 187,588 CHF | 79,035 CHF | 99.11% | 99.11% |