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 | 26.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 34,041 CHF | 15,414 CHF | 99.17% | 99.17% |
15/05/2024 | 29.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 29,495 CHF | 13,823 CHF | 99.16% | 99.16% |
14/05/2024 | 23.31% | 0.03 CHF | 0.04 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 38,291 CHF | 16,902 CHF | 99.15% | 99.15% |
13/05/2024 | 19.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 979,199 | 339,600 | 46,488 CHF | 19,497 CHF | 98.58% | 98.58% |
10/05/2024 | 14.85% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 912,491 | 306,246 | 57,403 CHF | 22,301 CHF | 99.17% | 99.17% |
08/05/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 894,461 | 298,154 | 63,361 CHF | 24,102 CHF | 99.17% | 99.17% |
07/05/2024 | 13.22% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 63,638 CHF | 24,213 CHF | 97.93% | 97.93% |
06/05/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 858,639 | 286,213 | 69,959 CHF | 26,182 CHF | 99.17% | 99.17% |
03/05/2024 | 11.02% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 809,756 | 269,919 | 69,472 CHF | 25,856 CHF | 99.16% | 99.16% |
02/05/2024 | 16.42% | 0.05 CHF | 0.06 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 56,298 CHF | 23,204 CHF | 99.15% | 99.15% |