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 | 8.33% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 172,791 CHF | 25,039 CHF | 99.27% | 99.27% |
15/05/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 169,159 CHF | 24,555 CHF | 99.12% | 99.12% |
14/05/2024 | 9.39% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 152,428 CHF | 22,324 CHF | 99.27% | 99.27% |
13/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 150,093 CHF | 22,012 CHF | 98.75% | 98.75% |
10/05/2024 | 9.73% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 146,941 CHF | 21,592 CHF | 99.27% | 99.27% |
08/05/2024 | 10.10% | 0.10 CHF | 0.11 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 141,410 CHF | 20,855 CHF | 99.27% | 99.27% |
07/05/2024 | 12.75% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 110,625 CHF | 16,750 CHF | 99.27% | 99.27% |
06/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 105,000 CHF | 16,000 CHF | 99.27% | 99.27% |
03/05/2024 | 14.63% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 95,535 CHF | 14,738 CHF | 99.11% | 99.11% |
02/05/2024 | 13.86% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 101,136 CHF | 15,485 CHF | 99.24% | 99.24% |