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 | 11.83% | 0.07 CHF | 0.08 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 79,558 CHF | 31,345 CHF | 99.17% | 99.17% |
15/05/2024 | 12.79% | 0.07 CHF | 0.08 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 73,488 CHF | 29,221 CHF | 99.17% | 99.17% |
14/05/2024 | 11.22% | 0.08 CHF | 0.09 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 84,419 CHF | 33,047 CHF | 99.16% | 99.16% |
13/05/2024 | 10.80% | 0.08 CHF | 0.09 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 87,932 CHF | 34,276 CHF | 98.58% | 98.58% |
10/05/2024 | 9.74% | 0.09 CHF | 0.10 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 97,810 CHF | 37,734 CHF | 99.17% | 99.17% |
08/05/2024 | 9.51% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 100,139 CHF | 38,549 CHF | 99.17% | 99.17% |
07/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 100,000 CHF | 38,500 CHF | 97.93% | 97.93% |
06/05/2024 | 9.18% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 104,188 CHF | 39,966 CHF | 99.17% | 99.17% |
03/05/2024 | 8.97% | 0.10 CHF | 0.11 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 106,712 CHF | 40,849 CHF | 99.16% | 99.16% |
02/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 90,000 CHF | 35,000 CHF | 99.15% | 99.15% |