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 | 13.29% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,298 CHF | 40,149 CHF | 95.42% | 95.42% |
15/05/2024 | 11.84% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,509 CHF | 44,755 CHF | 98.34% | 98.34% |
14/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,694 CHF | 49,847 CHF | 98.74% | 98.74% |
13/05/2024 | 11.50% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,162 CHF | 46,081 CHF | 87.39% | 87.39% |
10/05/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,881 CHF | 40,440 CHF | 99.49% | 99.49% |
08/05/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,833 CHF | 44,917 CHF | 78.55% | 98.69% |
07/05/2024 | 11.72% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,329 CHF | 45,164 CHF | 99.19% | 99.19% |
06/05/2024 | 9.98% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,938 CHF | 52,969 CHF | 99.30% | 99.30% |
03/05/2024 | 8.88% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 419,562 | 107,818 CHF | 49,280 CHF | 99.22% | 99.22% |
02/05/2024 | 8.40% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 114,213 CHF | 49,685 CHF | 99.11% | 99.11% |