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 | 13.85% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 101,641 CHF | 15,552 CHF | 99.27% | 99.27% |
15/05/2024 | 11.34% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 125,331 CHF | 18,711 CHF | 99.08% | 99.08% |
14/05/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 135,553 CHF | 20,074 CHF | 99.27% | 99.27% |
13/05/2024 | 11.14% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 127,911 CHF | 19,055 CHF | 98.81% | 98.81% |
10/05/2024 | 10.13% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 140,872 CHF | 20,783 CHF | 99.27% | 99.27% |
08/05/2024 | 10.40% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 141,720 CHF | 20,896 CHF | 99.27% | 99.27% |
07/05/2024 | 7.39% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 195,574 CHF | 28,077 CHF | 99.27% | 99.27% |
06/05/2024 | 9.21% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 156,948 CHF | 22,926 CHF | 99.27% | 99.27% |
03/05/2024 | 11.02% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 129,017 CHF | 19,202 CHF | 99.15% | 99.15% |
02/05/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 129,307 CHF | 19,241 CHF | 99.19% | 99.19% |