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 | 4.50% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 217,348 CHF | 90,939 CHF | 98.67% | 98.67% |
15/05/2024 | 4.37% | 0.24 CHF | 0.25 CHF | 1,000,000 | 400,000 | 985,447 | 385,447 | 221,438 CHF | 90,245 CHF | 98.27% | 98.27% |
14/05/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 205,071 CHF | 86,028 CHF | 98.74% | 98.74% |
13/05/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 192,546 CHF | 81,018 CHF | 94.23% | 94.23% |
10/05/2024 | 5.03% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 193,952 CHF | 81,581 CHF | 98.96% | 98.96% |
08/05/2024 | 7.01% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,846 CHF | 73,923 CHF | 99.06% | 99.06% |
07/05/2024 | 7.35% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 131,064 CHF | 70,532 CHF | 97.80% | 97.80% |
06/05/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,986 CHF | 64,993 CHF | 99.06% | 99.06% |
03/05/2024 | 7.90% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 121,679 CHF | 65,840 CHF | 99.01% | 99.01% |
02/05/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 120,041 CHF | 65,020 CHF | 98.86% | 98.86% |