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 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.52% | 99.52% |
15/05/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,845 CHF | 40,422 CHF | 99.72% | 99.72% |
14/05/2024 | 12.04% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,220 CHF | 44,110 CHF | 99.24% | 99.24% |
13/05/2024 | 12.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 76,564 CHF | 43,282 CHF | 99.03% | 99.03% |
10/05/2024 | 11.14% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,009 CHF | 47,504 CHF | 98.29% | 98.29% |
08/05/2024 | 10.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,660 CHF | 49,830 CHF | 99.57% | 99.57% |
07/05/2024 | 11.47% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,359 CHF | 46,180 CHF | 99.65% | 99.65% |
06/05/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,255 CHF | 45,128 CHF | 99.53% | 99.53% |
03/05/2024 | 11.23% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,349 CHF | 47,175 CHF | 99.53% | 99.53% |
02/05/2024 | 12.22% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,066 CHF | 43,533 CHF | 99.09% | 99.09% |