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 | 13.48% | 0.07 CHF | 0.08 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 69,301 CHF | 7,930 CHF | 98.47% | 98.47% |
15/05/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 78,537 CHF | 8,854 CHF | 98.33% | 98.33% |
14/05/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 80,000 CHF | 9,000 CHF | 99.36% | 99.36% |
13/05/2024 | 11.85% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 99,999 | 79,728 CHF | 8,973 CHF | 98.93% | 98.93% |
10/05/2024 | 10.49% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 99,456 | 90,315 CHF | 9,972 CHF | 99.36% | 99.36% |
08/05/2024 | 9.97% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 96,640 | 95,597 CHF | 10,190 CHF | 99.35% | 99.35% |
07/05/2024 | 11.31% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 99,802 | 84,566 CHF | 9,435 CHF | 94.71% | 94.71% |
06/05/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 70,235 CHF | 8,023 CHF | 99.37% | 99.37% |
03/05/2024 | 12.49% | 0.07 CHF | 0.08 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 75,367 CHF | 8,537 CHF | 99.36% | 99.36% |
02/05/2024 | 11.62% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 81,590 CHF | 9,159 CHF | 99.36% | 99.36% |