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 | 15.90% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,091 CHF | 34,546 CHF | 97.91% | 97.91% |
15/05/2024 | 14.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,893 CHF | 37,446 CHF | 99.44% | 99.44% |
14/05/2024 | 13.75% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,030 CHF | 39,015 CHF | 99.56% | 99.56% |
13/05/2024 | 14.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,980 CHF | 35,990 CHF | 99.00% | 99.00% |
10/05/2024 | 14.04% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,575 CHF | 38,288 CHF | 99.50% | 99.50% |
08/05/2024 | 15.21% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,845 CHF | 35,423 CHF | 99.48% | 99.48% |
07/05/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,957 CHF | 39,978 CHF | 99.56% | 99.56% |
06/05/2024 | 11.46% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,431 CHF | 46,216 CHF | 98.83% | 98.83% |
03/05/2024 | 11.19% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,664 CHF | 47,332 CHF | 98.09% | 98.09% |
02/05/2024 | 14.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,070 CHF | 36,035 CHF | 99.46% | 99.46% |