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 | 6.30% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 496,905 | 153,764 CHF | 81,356 CHF | 98.67% | 98.67% |
15/05/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 457,446 | 160,173 CHF | 77,265 CHF | 98.61% | 98.61% |
14/05/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 145,256 CHF | 77,628 CHF | 98.71% | 98.71% |
13/05/2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 137,564 CHF | 73,782 CHF | 94.25% | 94.25% |
10/05/2024 | 6.83% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 141,400 CHF | 75,700 CHF | 98.88% | 98.88% |
08/05/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,325 CHF | 52,663 CHF | 99.09% | 99.09% |
07/05/2024 | 10.52% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 90,100 CHF | 50,050 CHF | 98.81% | 98.81% |
06/05/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,275 CHF | 45,137 CHF | 99.08% | 99.08% |
03/05/2024 | 11.44% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,589 CHF | 46,295 CHF | 99.06% | 99.06% |
02/05/2024 | 11.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,541 CHF | 45,271 CHF | 98.87% | 98.87% |