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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,470 | 475,821 | 50,587 CHF | 53,029 CHF | 99.39% | 99.39% |
14/05/2024 | 10.07% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 538,342 | 392,896 | 50,763 CHF | 41,468 CHF | 99.16% | 99.16% |
13/05/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 425,401 | 425,401 | 51,000 CHF | 55,254 CHF | 99.38% | 99.38% |
10/05/2024 | 8.37% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 442,926 | 436,644 | 50,874 CHF | 54,645 CHF | 99.39% | 99.39% |
08/05/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 752,208 | 385,599 | 50,599 CHF | 29,816 CHF | 99.39% | 99.39% |
07/05/2024 | 19.00% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 943,735 | 381,830 | 45,983 CHF | 23,321 CHF | 99.22% | 99.22% |
06/05/2024 | 20.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,189 | 319,577 | 44,549 CHF | 17,871 CHF | 99.20% | 99.20% |
03/05/2024 | 24.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,712 | 250,000 | 35,825 CHF | 11,520 CHF | 99.39% | 99.39% |
02/05/2024 | 25.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 981,806 | 250,000 | 33,064 CHF | 10,923 CHF | 99.39% | 99.39% |
30/04/2024 | 20.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 254,272 | 44,442 CHF | 13,846 CHF | 99.43% | 99.43% |