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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 12.96% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,375 CHF | 41,187 CHF | 95.20% | 95.20% |
10/05/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,000 CHF | 45,000 CHF | 98.92% | 98.92% |
08/05/2024 | 12.14% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,601 CHF | 43,801 CHF | 98.91% | 98.91% |
07/05/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,998 CHF | 47,999 CHF | 98.89% | 98.89% |
06/05/2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,238 CHF | 45,119 CHF | 98.02% | 98.02% |
03/05/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,806 CHF | 39,903 CHF | 98.60% | 98.60% |
02/05/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,170 CHF | 40,085 CHF | 99.06% | 99.06% |
30/04/2024 | 12.20% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,918 CHF | 43,959 CHF | 99.09% | 99.09% |
29/04/2024 | 7.83% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 122,797 CHF | 66,398 CHF | 98.60% | 98.60% |
26/04/2024 | 8.10% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,718 CHF | 64,359 CHF | 98.29% | 98.29% |