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 | 9.43% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 885,314 | 295,105 | 89,621 CHF | 32,825 CHF | 93.30% | 93.30% |
15/05/2024 | 10.50% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 81,525 CHF | 30,175 CHF | 97.60% | 97.60% |
14/05/2024 | 12.09% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 909,057 | 309,057 | 70,838 CHF | 27,130 CHF | 93.97% | 93.97% |
13/05/2024 | 13.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 66,818 CHF | 30,727 CHF | 91.98% | 91.98% |
10/05/2024 | 15.88% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,013 | 58,362 CHF | 27,346 CHF | 96.32% | 96.32% |
08/05/2024 | 14.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 427,402 | 65,627 CHF | 32,035 CHF | 98.91% | 98.91% |
07/05/2024 | 38.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,334 CHF | 15,667 CHF | 99.60% | 99.60% |
06/05/2024 | 39.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,606 CHF | 15,303 CHF | 97.29% | 97.29% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.26% | 99.26% |
02/05/2024 | 45.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,888 CHF | 13,444 CHF | 99.45% | 99.45% |