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 | 11.75% | 0.08 CHF | 0.09 CHF | 800,000 | 467,350 | 792,970 | 466,166 | 63,516 CHF | 42,001 CHF | 100.00% | 100.00% |
15/05/2024 | 12.81% | 0.08 CHF | 0.09 CHF | 900,000 | 467,350 | 900,000 | 467,350 | 65,859 CHF | 38,873 CHF | 100.00% | 100.00% |
14/05/2024 | 12.26% | 0.08 CHF | 0.09 CHF | 900,000 | 467,350 | 900,000 | 467,350 | 68,922 CHF | 40,463 CHF | 100.00% | 100.00% |
13/05/2024 | 12.21% | 0.08 CHF | 0.09 CHF | 900,000 | 467,350 | 900,000 | 467,350 | 69,225 CHF | 40,621 CHF | 100.00% | 100.00% |
10/05/2024 | 12.64% | 0.08 CHF | 0.09 CHF | 1,000,000 | 467,350 | 1,000,000 | 467,350 | 74,194 CHF | 39,348 CHF | 100.00% | 100.00% |
08/05/2024 | 14.61% | 0.07 CHF | 0.08 CHF | 1,000,000 | 467,350 | 1,000,000 | 467,350 | 63,525 CHF | 34,362 CHF | 100.00% | 100.00% |
07/05/2024 | 17.30% | 0.06 CHF | 0.07 CHF | 1,000,000 | 467,350 | 1,000,000 | 467,350 | 52,842 CHF | 29,369 CHF | 100.00% | 100.00% |
06/05/2024 | 15.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 467,350 | 1,000,000 | 467,350 | 58,094 CHF | 31,824 CHF | 100.00% | 100.00% |
03/05/2024 | 16.26% | 0.06 CHF | 0.07 CHF | 1,000,000 | 467,350 | 1,000,000 | 467,350 | 56,529 CHF | 31,092 CHF | 100.00% | 100.00% |
02/05/2024 | 16.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 467,350 | 1,000,000 | 467,350 | 54,884 CHF | 30,324 CHF | 100.00% | 100.00% |