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 | 9.44% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 101,000 CHF | 44,400 CHF | 99.49% | 99.49% |
15/05/2024 | 9.49% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 428,537 | 100,848 CHF | 47,246 CHF | 99.73% | 99.73% |
14/05/2024 | 8.40% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 114,319 CHF | 49,727 CHF | 99.17% | 99.17% |
13/05/2024 | 8.59% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 111,558 CHF | 48,623 CHF | 99.02% | 99.02% |
10/05/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 126,690 CHF | 54,676 CHF | 98.25% | 98.25% |
08/05/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,814 CHF | 56,726 CHF | 99.57% | 99.57% |
07/05/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 119,070 CHF | 51,628 CHF | 99.63% | 99.63% |
06/05/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 118,630 CHF | 51,452 CHF | 99.59% | 99.59% |
03/05/2024 | 7.72% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 124,914 CHF | 53,965 CHF | 99.61% | 99.61% |
02/05/2024 | 8.74% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,342 | 109,700 CHF | 48,908 CHF | 99.07% | 99.07% |