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 | 18.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,736 CHF | 29,868 CHF | 99.03% | 99.03% |
15/05/2024 | 16.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,430 CHF | 32,215 CHF | 98.30% | 98.30% |
14/05/2024 | 16.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,762 CHF | 33,881 CHF | 99.53% | 99.53% |
13/05/2024 | 17.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,770 CHF | 30,885 CHF | 99.04% | 99.04% |
10/05/2024 | 16.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,603 CHF | 33,301 CHF | 99.49% | 99.49% |
08/05/2024 | 17.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,383 CHF | 30,692 CHF | 99.53% | 99.53% |
07/05/2024 | 15.44% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,803 CHF | 34,901 CHF | 99.56% | 99.56% |
06/05/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,810 CHF | 39,905 CHF | 98.86% | 98.86% |
03/05/2024 | 13.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,884 CHF | 39,942 CHF | 98.00% | 98.00% |
02/05/2024 | 17.76% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,526 CHF | 30,763 CHF | 99.49% | 99.49% |