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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 101,128 CHF | 44,451 CHF | 99.68% | 99.68% |
14/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 100,044 CHF | 44,018 CHF | 99.59% | 99.59% |
13/05/2024 | 9.65% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 98,751 CHF | 43,500 CHF | 98.71% | 98.71% |
10/05/2024 | 9.58% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 99,450 CHF | 43,780 CHF | 99.37% | 99.37% |
08/05/2024 | 9.67% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 98,494 CHF | 43,398 CHF | 94.60% | 94.60% |
07/05/2024 | 10.24% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 418,700 | 92,975 CHF | 43,060 CHF | 98.02% | 98.02% |
06/05/2024 | 10.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 478,241 | 89,453 CHF | 47,480 CHF | 95.31% | 95.31% |
03/05/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,927 | 91,749 CHF | 49,987 CHF | 98.61% | 98.61% |
02/05/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,919 | 101,546 CHF | 46,806 CHF | 99.60% | 99.60% |
30/04/2024 | 8.97% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 413,234 | 106,774 CHF | 48,128 CHF | 98.46% | 98.46% |