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 | 6.99% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 138,173 CHF | 59,269 CHF | 93.29% | 93.29% |
15/05/2024 | 6.55% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 147,943 CHF | 63,177 CHF | 97.61% | 97.61% |
14/05/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 925,810 | 325,810 | 143,142 CHF | 53,592 CHF | 93.93% | 93.93% |
13/05/2024 | 5.90% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 148,122 CHF | 52,374 CHF | 92.03% | 92.03% |
10/05/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 166,575 CHF | 58,525 CHF | 96.37% | 96.37% |
08/05/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 180,795 CHF | 63,265 CHF | 99.01% | 99.01% |
07/05/2024 | 3.13% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 722,981 | 240,994 | 227,138 CHF | 78,123 CHF | 99.57% | 99.57% |
06/05/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 682,385 | 227,462 | 222,355 CHF | 76,393 CHF | 97.12% | 97.12% |
03/05/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 609,738 | 203,246 | 209,689 CHF | 71,929 CHF | 99.30% | 99.30% |
02/05/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 221,162 CHF | 75,721 CHF | 99.36% | 99.36% |