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 | 11.10% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,381 CHF | 47,691 CHF | 98.56% | 98.56% |
15/05/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 93,076 CHF | 51,538 CHF | 92.81% | 92.81% |
14/05/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,136 CHF | 54,568 CHF | 91.32% | 91.32% |
13/05/2024 | 11.65% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,953 CHF | 45,477 CHF | 85.93% | 85.93% |
10/05/2024 | 12.63% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,477 CHF | 42,239 CHF | 87.21% | 87.21% |
08/05/2024 | 13.00% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,201 CHF | 41,100 CHF | 97.68% | 97.68% |
07/05/2024 | 9.49% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,443 CHF | 55,221 CHF | 86.86% | 86.86% |
06/05/2024 | 8.98% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 106,558 CHF | 58,279 CHF | 85.92% | 85.92% |
03/05/2024 | 9.47% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 100,637 CHF | 55,318 CHF | 92.04% | 92.04% |
02/05/2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 101,449 CHF | 55,725 CHF | 92.03% | 92.03% |