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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 11.79% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 79,905 CHF | 13,486 CHF | 99.27% | 99.27% |
28/05/2024 | 9.54% | 0.09 CHF | 0.10 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 100,145 CHF | 16,522 CHF | 99.27% | 99.27% |
27/05/2024 | 9.10% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 105,087 CHF | 17,263 CHF | 99.27% | 99.27% |
24/05/2024 | 9.31% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 102,568 CHF | 16,885 CHF | 99.27% | 99.27% |
23/05/2024 | 8.49% | 0.11 CHF | 0.12 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 112,982 CHF | 18,447 CHF | 99.24% | 99.24% |
22/05/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 112,488 CHF | 18,373 CHF | 99.27% | 99.27% |
21/05/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 119,910 CHF | 19,487 CHF | 99.17% | 99.17% |
17/05/2024 | 8.33% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 51,837 CHF | 18,779 CHF | 99.05% | 99.05% |
16/05/2024 | 7.28% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 59,650 CHF | 21,383 CHF | 99.27% | 99.27% |
15/05/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 58,275 CHF | 20,925 CHF | 99.12% | 99.12% |