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 | 4.86% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 429,628 | 202,842 CHF | 90,700 CHF | 99.03% | 99.03% |
15/05/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 425,863 | 210,104 CHF | 93,354 CHF | 99.47% | 99.47% |
14/05/2024 | 4.40% | 0.20 CHF | 0.21 CHF | 1,000,000 | 400,000 | 1,000,000 | 417,450 | 223,195 CHF | 96,942 CHF | 99.52% | 99.52% |
13/05/2024 | 4.60% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,026 | 212,648 CHF | 89,065 CHF | 99.02% | 99.02% |
10/05/2024 | 4.57% | 0.20 CHF | 0.21 CHF | 1,000,000 | 500,000 | 1,000,000 | 419,965 | 214,304 CHF | 93,914 CHF | 99.47% | 99.47% |
08/05/2024 | 4.72% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,208 | 206,976 CHF | 86,834 CHF | 99.49% | 99.49% |
07/05/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 227,280 CHF | 94,912 CHF | 99.53% | 99.53% |
06/05/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 258,780 CHF | 107,512 CHF | 98.85% | 98.85% |
03/05/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 257,592 CHF | 107,037 CHF | 98.15% | 98.15% |
02/05/2024 | 4.79% | 0.23 CHF | 0.24 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 204,132 CHF | 107,066 CHF | 99.55% | 99.55% |