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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 14.28% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,386 CHF | 37,693 CHF | 94.76% | 94.76% |
22/05/2024 | 15.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,916 CHF | 34,458 CHF | 98.34% | 98.34% |
21/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 95.47% | 95.47% |
17/05/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,036 CHF | 45,018 CHF | 97.17% | 97.17% |
16/05/2024 | 11.34% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,437 CHF | 46,718 CHF | 96.65% | 96.65% |
15/05/2024 | 9.63% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 472,813 | 99,087 CHF | 51,447 CHF | 98.72% | 98.72% |
14/05/2024 | 9.46% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 448,770 | 101,520 CHF | 49,685 CHF | 98.45% | 98.45% |
13/05/2024 | 13.07% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,710 CHF | 40,855 CHF | 94.69% | 94.69% |
10/05/2024 | 14.02% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,656 CHF | 38,328 CHF | 98.29% | 98.29% |
08/05/2024 | 14.84% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,635 CHF | 36,317 CHF | 96.61% | 96.61% |