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 | 3.31% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 995,027 | 395,027 | 297,316 CHF | 121,824 CHF | 97.98% | 97.98% |
15/05/2024 | 3.21% | 0.31 CHF | 0.32 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 306,783 CHF | 126,713 CHF | 99.43% | 99.43% |
14/05/2024 | 3.27% | 0.32 CHF | 0.33 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 301,688 CHF | 124,675 CHF | 99.50% | 99.50% |
13/05/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 307,378 CHF | 126,951 CHF | 99.04% | 99.04% |
10/05/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 315,701 CHF | 130,280 CHF | 99.50% | 99.50% |
08/05/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 330,586 CHF | 136,235 CHF | 99.49% | 99.49% |
07/05/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 312,043 CHF | 128,817 CHF | 99.55% | 99.55% |
06/05/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 279,915 CHF | 115,966 CHF | 98.85% | 98.85% |
03/05/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 297,226 CHF | 122,890 CHF | 98.09% | 98.09% |
02/05/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 357,998 CHF | 147,199 CHF | 99.48% | 99.48% |