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 | 13.31% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 105,244 CHF | 20,041 CHF | 99.27% | 99.27% |
15/05/2024 | 15.11% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 91,984 CHF | 17,831 CHF | 99.08% | 99.08% |
14/05/2024 | 16.00% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 86,717 CHF | 16,953 CHF | 99.27% | 99.27% |
13/05/2024 | 17.22% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 80,168 CHF | 15,861 CHF | 98.81% | 98.81% |
10/05/2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 77,691 CHF | 15,448 CHF | 99.27% | 99.27% |
08/05/2024 | 19.36% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 70,626 CHF | 14,271 CHF | 99.27% | 99.27% |
07/05/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 60,091 CHF | 12,515 CHF | 99.27% | 99.27% |
06/05/2024 | 19.94% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 68,468 CHF | 13,911 CHF | 99.27% | 99.27% |
03/05/2024 | 27.42% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 49,089 CHF | 10,682 CHF | 99.16% | 99.16% |
02/05/2024 | 30.98% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 41,839 CHF | 9,473 CHF | 99.19% | 99.19% |