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 | 24.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,919 CHF | 11,480 CHF | 99.06% | 99.06% |
15/05/2024 | 20.87% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,241 | 282,244 | 42,878 CHF | 15,215 CHF | 99.17% | 99.17% |
14/05/2024 | 17.01% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 941,657 | 480,288 | 50,688 CHF | 30,665 CHF | 98.88% | 98.88% |
13/05/2024 | 15.32% | 0.07 CHF | 0.08 CHF | 925,000 | 475,000 | 838,712 | 426,901 | 50,593 CHF | 30,020 CHF | 99.18% | 99.18% |
10/05/2024 | 19.03% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 980,724 | 333,495 | 46,801 CHF | 19,680 CHF | 96.50% | 96.50% |
08/05/2024 | 11.97% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 640,224 | 331,849 | 50,301 CHF | 29,390 CHF | 99.18% | 99.18% |
07/05/2024 | 10.84% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 584,412 | 302,228 | 51,005 CHF | 29,414 CHF | 98.91% | 98.91% |
06/05/2024 | 11.18% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 599,025 | 304,825 | 50,626 CHF | 28,801 CHF | 98.98% | 98.98% |
03/05/2024 | 9.26% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 492,818 | 484,183 | 50,811 CHF | 54,857 CHF | 98.58% | 98.58% |
02/05/2024 | 8.09% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 431,202 | 431,202 | 51,197 CHF | 55,509 CHF | 98.83% | 98.83% |