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 | 13.26% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 105,826 CHF | 20,138 CHF | 99.27% | 99.27% |
15/05/2024 | 14.46% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 96,462 CHF | 18,577 CHF | 99.12% | 99.12% |
14/05/2024 | 14.23% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 98,160 CHF | 18,860 CHF | 99.27% | 99.27% |
13/05/2024 | 16.14% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 86,008 CHF | 16,835 CHF | 98.75% | 98.75% |
10/05/2024 | 13.99% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 99,924 CHF | 19,154 CHF | 99.27% | 99.27% |
08/05/2024 | 9.94% | 0.09 CHF | 0.10 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 143,518 CHF | 26,420 CHF | 99.27% | 99.27% |
07/05/2024 | 9.16% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 156,632 CHF | 28,605 CHF | 99.27% | 99.27% |
06/05/2024 | 10.04% | 0.09 CHF | 0.10 CHF | 1,500,000 | 250,000 | 902,482 | 250,000 | 85,163 CHF | 26,190 CHF | 99.27% | 99.27% |
03/05/2024 | 9.69% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 73,735 CHF | 27,078 CHF | 99.11% | 99.11% |
02/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 67,295 CHF | 24,932 CHF | 99.24% | 99.24% |