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 | 13.32% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 484,310 | 70,084 CHF | 38,778 CHF | 95.24% | 95.24% |
15/05/2024 | 11.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 78,785 CHF | 35,514 CHF | 98.31% | 98.31% |
14/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 89,758 CHF | 39,903 CHF | 98.74% | 98.74% |
13/05/2024 | 11.57% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 81,537 CHF | 36,615 CHF | 87.46% | 87.46% |
10/05/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,408 | 69,980 CHF | 39,300 CHF | 99.49% | 99.49% |
08/05/2024 | 13.04% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 435,967 | 71,889 CHF | 35,633 CHF | 98.70% | 98.70% |
07/05/2024 | 12.01% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 401,689 | 78,454 CHF | 35,517 CHF | 99.20% | 99.20% |
06/05/2024 | 10.29% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 410,336 | 93,631 CHF | 42,279 CHF | 99.35% | 99.35% |
03/05/2024 | 8.79% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,899 CHF | 47,560 CHF | 99.23% | 99.23% |
02/05/2024 | 7.97% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 983,315 | 383,315 | 118,661 CHF | 50,039 CHF | 99.11% | 99.11% |