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 | 4.19% | 0.24 CHF | 0.25 CHF | 1,000,000 | 500,000 | 1,000,000 | 486,888 | 235,316 CHF | 119,054 CHF | 99.05% | 99.05% |
15/05/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,803 | 243,091 CHF | 126,492 CHF | 99.44% | 99.44% |
14/05/2024 | 3.89% | 0.24 CHF | 0.25 CHF | 1,000,000 | 500,000 | 1,000,000 | 478,397 | 253,043 CHF | 125,514 CHF | 99.52% | 99.52% |
13/05/2024 | 4.02% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 492,827 | 244,249 CHF | 125,124 CHF | 99.05% | 99.05% |
10/05/2024 | 4.00% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 245,261 CHF | 127,631 CHF | 99.57% | 99.57% |
08/05/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 239,998 CHF | 124,999 CHF | 99.48% | 99.48% |
07/05/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 1,000,000 | 400,000 | 1,000,000 | 413,640 | 258,699 CHF | 111,033 CHF | 99.56% | 99.56% |
06/05/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 288,282 CHF | 119,313 CHF | 98.86% | 98.86% |
03/05/2024 | 3.48% | 0.27 CHF | 0.28 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 282,028 CHF | 116,811 CHF | 98.15% | 98.15% |
02/05/2024 | 4.19% | 0.25 CHF | 0.26 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 233,747 CHF | 121,874 CHF | 99.50% | 99.50% |