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 | 14.79% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,935 CHF | 36,467 CHF | 98.70% | 98.70% |
15/05/2024 | 11.52% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,838 CHF | 46,419 CHF | 99.08% | 99.08% |
14/05/2024 | 14.62% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,170 CHF | 37,085 CHF | 98.82% | 98.82% |
13/05/2024 | 17.43% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,983 CHF | 31,492 CHF | 98.59% | 98.59% |
10/05/2024 | 14.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,303 CHF | 38,152 CHF | 97.74% | 97.74% |
08/05/2024 | 11.57% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,518 CHF | 46,259 CHF | 98.91% | 98.91% |
07/05/2024 | 8.07% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,788 CHF | 64,894 CHF | 99.41% | 99.41% |
06/05/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 128,074 CHF | 69,037 CHF | 98.91% | 98.91% |
03/05/2024 | 8.17% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 117,856 CHF | 63,928 CHF | 98.15% | 98.15% |
02/05/2024 | 7.22% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 134,684 CHF | 72,342 CHF | 99.08% | 99.08% |