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 | 19.72% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 70,314 CHF | 11,375 CHF | 99.27% | 99.27% |
15/05/2024 | 14.76% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 95,184 CHF | 14,691 CHF | 99.08% | 99.08% |
14/05/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 119,522 CHF | 17,936 CHF | 99.27% | 99.27% |
13/05/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 194,691 | 105,871 CHF | 15,635 CHF | 98.81% | 98.81% |
10/05/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 119,751 CHF | 17,967 CHF | 99.27% | 99.27% |
08/05/2024 | 13.35% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 192,467 | 119,079 CHF | 16,720 CHF | 99.27% | 99.27% |
07/05/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 219,406 CHF | 23,441 CHF | 99.27% | 99.27% |
06/05/2024 | 9.72% | 0.14 CHF | 0.15 CHF | 1,500,000 | 150,000 | 1,500,000 | 192,379 | 150,529 CHF | 20,956 CHF | 99.27% | 99.27% |
03/05/2024 | 12.48% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 113,005 CHF | 17,067 CHF | 99.15% | 99.15% |
02/05/2024 | 13.00% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 108,545 CHF | 16,473 CHF | 99.19% | 99.19% |