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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.40% | 99.40% |
28/05/2024 | 13.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,310 CHF | 38,655 CHF | 99.27% | 99.27% |
27/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 497,271 | 70,000 CHF | 39,782 CHF | 98.65% | 98.65% |
24/05/2024 | 12.20% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 77,234 CHF | 34,894 CHF | 99.36% | 99.36% |
23/05/2024 | 10.58% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,600 CHF | 39,840 CHF | 95.77% | 95.77% |
22/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 90,000 CHF | 40,000 CHF | 99.39% | 99.39% |
21/05/2024 | 10.61% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,323 CHF | 39,729 CHF | 96.64% | 96.64% |
17/05/2024 | 10.65% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,032 CHF | 39,613 CHF | 99.33% | 99.33% |
16/05/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 81,593 CHF | 36,637 CHF | 99.32% | 99.32% |
15/05/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 79,641 CHF | 35,856 CHF | 99.31% | 99.31% |