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 | 20.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 273,449 | 44,793 CHF | 15,090 CHF | 99.91% | 99.91% |
15/05/2024 | 18.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 453,961 | 49,030 CHF | 26,983 CHF | 100.00% | 100.00% |
14/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,618 | 499,872 | 49,981 CHF | 29,992 CHF | 99.77% | 99.77% |
13/05/2024 | 16.66% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 923,257 | 473,838 | 50,801 CHF | 30,811 CHF | 100.00% | 100.00% |
10/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 849,617 | 424,872 | 50,977 CHF | 29,741 CHF | 100.00% | 100.00% |
08/05/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 771,116 | 398,889 | 50,123 CHF | 29,917 CHF | 96.88% | 96.88% |
07/05/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 775,000 | 400,000 | 50,375 CHF | 30,000 CHF | 99.83% | 99.83% |
06/05/2024 | 13.51% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 729,082 | 378,151 | 50,326 CHF | 29,885 CHF | 99.76% | 99.76% |
03/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 725,000 | 375,000 | 50,780 CHF | 30,015 CHF | 100.00% | 100.00% |
02/05/2024 | 13.64% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 740,784 | 382,891 | 50,613 CHF | 29,990 CHF | 100.00% | 100.00% |