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 | 7.42% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 129,726 CHF | 69,863 CHF | 99.21% | 99.21% |
15/05/2024 | 8.05% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,301 CHF | 64,650 CHF | 99.58% | 99.58% |
14/05/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,857 CHF | 59,929 CHF | 97.56% | 97.56% |
13/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,360 CHF | 55,180 CHF | 99.28% | 99.28% |
10/05/2024 | 7.73% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,794 CHF | 67,397 CHF | 99.24% | 99.24% |
08/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,238 CHF | 55,119 CHF | 94.78% | 94.78% |
07/05/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,150 CHF | 54,575 CHF | 98.34% | 98.34% |
06/05/2024 | 9.29% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,845 CHF | 56,423 CHF | 98.53% | 98.53% |
03/05/2024 | 9.51% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,333 CHF | 55,166 CHF | 98.44% | 98.44% |
02/05/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,717 CHF | 54,359 CHF | 99.58% | 99.58% |