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 | 16.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 56,121 CHF | 26,448 CHF | 98.52% | 98.52% |
15/05/2024 | 7.24% | 0.12 CHF | 0.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 60,791 CHF | 21,764 CHF | 92.73% | 92.73% |
14/05/2024 | 5.87% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 74,657 CHF | 26,386 CHF | 91.16% | 91.16% |
13/05/2024 | 9.38% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 485,966 | 161,989 | 49,377 CHF | 18,079 CHF | 85.95% | 85.95% |
10/05/2024 | 11.85% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 612,693 | 204,231 | 48,799 CHF | 18,309 CHF | 87.16% | 87.16% |
08/05/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 750,000 | 250,000 | 775,395 | 258,856 | 61,476 CHF | 23,104 CHF | 97.76% | 97.76% |
07/05/2024 | 6.45% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 90,282 CHF | 32,094 CHF | 86.81% | 86.81% |
06/05/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 95,123 CHF | 33,708 CHF | 85.86% | 85.86% |
03/05/2024 | 6.79% | 0.14 CHF | 0.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 85,652 CHF | 30,551 CHF | 92.06% | 92.06% |
02/05/2024 | 6.66% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 87,317 CHF | 31,106 CHF | 92.02% | 92.02% |