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 | 14.09% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,731 CHF | 38,365 CHF | 97.91% | 97.91% |
15/05/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,430 CHF | 40,215 CHF | 99.47% | 99.47% |
14/05/2024 | 12.51% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,272 CHF | 42,636 CHF | 99.57% | 99.57% |
13/05/2024 | 13.07% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,690 CHF | 40,845 CHF | 99.03% | 99.03% |
10/05/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,439 CHF | 40,719 CHF | 99.43% | 99.43% |
08/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 99.48% | 99.48% |
07/05/2024 | 11.88% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,243 CHF | 44,621 CHF | 99.57% | 99.57% |
06/05/2024 | 10.56% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,756 CHF | 49,878 CHF | 98.86% | 98.86% |
03/05/2024 | 10.55% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,786 CHF | 49,893 CHF | 98.10% | 98.10% |
02/05/2024 | 13.21% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,758 CHF | 40,379 CHF | 99.43% | 99.43% |