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 | 6.90% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 140,000 CHF | 150,000 CHF | 100.00% | 100.00% |
15/05/2024 | 6.43% | 0.15 CHF | 0.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 150,448 CHF | 160,448 CHF | 100.00% | 100.00% |
14/05/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 160,001 CHF | 170,001 CHF | 100.00% | 100.00% |
13/05/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 160,000 CHF | 170,000 CHF | 100.00% | 100.00% |
10/05/2024 | 6.06% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 160,000 CHF | 170,000 CHF | 100.00% | 100.00% |
08/05/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 170,000 CHF | 180,000 CHF | 100.00% | 100.00% |
07/05/2024 | 5.73% | 0.16 CHF | 0.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 169,630 CHF | 179,630 CHF | 100.00% | 100.00% |
06/05/2024 | 5.54% | 0.17 CHF | 0.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 175,659 CHF | 185,659 CHF | 100.00% | 100.00% |
03/05/2024 | 5.22% | 0.18 CHF | 0.19 CHF | 1,000,000 | 1,000,000 | 999,618 | 999,618 | 186,501 CHF | 196,497 CHF | 100.00% | 100.00% |
02/05/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 1,000,000 | 1,000,000 | 999,363 | 999,363 | 200,018 CHF | 210,011 CHF | 99.92% | 99.92% |