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 | 16.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,584 CHF | 33,292 CHF | 98.53% | 98.53% |
15/05/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,589 CHF | 34,795 CHF | 92.97% | 92.97% |
14/05/2024 | 15.34% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,230 CHF | 35,115 CHF | 91.59% | 91.59% |
13/05/2024 | 18.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,131 CHF | 30,066 CHF | 85.91% | 85.91% |
10/05/2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,863 CHF | 29,932 CHF | 87.02% | 87.02% |
08/05/2024 | 20.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,244 CHF | 27,622 CHF | 97.75% | 97.75% |
07/05/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,845 CHF | 39,422 CHF | 86.92% | 86.92% |
06/05/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,093 CHF | 40,047 CHF | 85.89% | 85.89% |
03/05/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,698 CHF | 39,849 CHF | 92.01% | 92.01% |
02/05/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,150 CHF | 40,075 CHF | 92.03% | 92.03% |