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 | 12.42% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 113,712 CHF | 17,162 CHF | 99.27% | 99.27% |
15/05/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 114,499 CHF | 17,267 CHF | 99.12% | 99.12% |
14/05/2024 | 13.94% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 100,528 CHF | 15,404 CHF | 99.27% | 99.27% |
13/05/2024 | 13.98% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 100,306 CHF | 15,374 CHF | 98.75% | 98.75% |
10/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 90,000 CHF | 14,000 CHF | 99.27% | 99.27% |
08/05/2024 | 15.55% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 89,159 CHF | 13,888 CHF | 99.27% | 99.27% |
07/05/2024 | 19.80% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 68,975 CHF | 11,197 CHF | 99.27% | 99.27% |
06/05/2024 | 19.86% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 68,764 CHF | 11,169 CHF | 99.27% | 99.27% |
03/05/2024 | 21.60% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 62,302 CHF | 10,307 CHF | 99.11% | 99.11% |
02/05/2024 | 21.51% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 62,627 CHF | 10,350 CHF | 99.24% | 99.24% |