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 | 6.86% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 769,804 | 256,601 | 108,391 CHF | 38,696 CHF | 98.70% | 98.70% |
15/05/2024 | 6.23% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 828,346 | 276,116 | 129,920 CHF | 46,068 CHF | 98.29% | 98.29% |
14/05/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 299,998 | 120,295 CHF | 43,098 CHF | 98.72% | 98.72% |
13/05/2024 | 8.31% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 999,985 | 399,985 | 115,579 CHF | 50,230 CHF | 95.15% | 95.15% |
10/05/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 992,315 | 392,315 | 116,991 CHF | 50,149 CHF | 98.78% | 98.78% |
08/05/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,975 CHF | 38,487 CHF | 99.08% | 99.08% |
07/05/2024 | 15.02% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,771 CHF | 35,885 CHF | 98.84% | 98.84% |
06/05/2024 | 17.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,470 CHF | 30,735 CHF | 99.05% | 99.05% |
03/05/2024 | 15.99% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,889 CHF | 33,945 CHF | 99.08% | 99.08% |
02/05/2024 | 15.52% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,527 CHF | 34,764 CHF | 98.86% | 98.86% |