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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 90,000 CHF | 40,000 CHF | 97.45% | 97.45% |
16/05/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 101,229 CHF | 44,492 CHF | 98.58% | 98.58% |
15/05/2024 | 8.21% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 117,259 CHF | 50,904 CHF | 93.02% | 93.02% |
14/05/2024 | 7.59% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 991,847 | 391,847 | 125,904 CHF | 53,644 CHF | 91.66% | 91.66% |
13/05/2024 | 9.24% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 103,505 CHF | 45,402 CHF | 85.99% | 85.99% |
10/05/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 92,823 CHF | 41,129 CHF | 86.86% | 86.86% |
08/05/2024 | 10.35% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 439,889 | 92,291 CHF | 44,697 CHF | 97.76% | 97.76% |
07/05/2024 | 7.28% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 999,828 | 399,828 | 132,439 CHF | 56,960 CHF | 86.70% | 86.70% |
06/05/2024 | 6.92% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 986,832 | 386,832 | 137,814 CHF | 57,816 CHF | 85.86% | 85.86% |
03/05/2024 | 7.37% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,759 CHF | 56,304 CHF | 91.97% | 91.97% |