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 | 9.96% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 531,200 | 422,284 | 50,618 CHF | 45,189 CHF | 99.86% | 99.86% |
15/05/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 481,783 | 481,783 | 51,397 CHF | 56,215 CHF | 100.00% | 100.00% |
14/05/2024 | 10.12% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 541,307 | 389,567 | 50,850 CHF | 41,358 CHF | 99.78% | 99.78% |
13/05/2024 | 8.93% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 479,713 | 468,265 | 51,347 CHF | 54,968 CHF | 100.00% | 100.00% |
10/05/2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 502,750 | 475,767 | 50,503 CHF | 52,749 CHF | 100.00% | 100.00% |
08/05/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 822,075 | 419,299 | 50,720 CHF | 30,072 CHF | 100.00% | 100.00% |
07/05/2024 | 16.17% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 894,364 | 455,360 | 50,838 CHF | 30,447 CHF | 99.84% | 99.84% |
06/05/2024 | 20.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,515 | 250,000 | 42,539 CHF | 13,219 CHF | 99.83% | 99.83% |
03/05/2024 | 19.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 341,290 | 45,807 CHF | 19,345 CHF | 100.00% | 100.00% |
02/05/2024 | 21.29% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 998,075 | 257,810 | 42,058 CHF | 13,487 CHF | 100.00% | 100.00% |