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 | 14.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,346 CHF | 39,173 CHF | 97.90% | 97.90% |
15/05/2024 | 12.32% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,214 CHF | 43,607 CHF | 99.44% | 99.44% |
14/05/2024 | 10.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 87,548 CHF | 48,774 CHF | 99.50% | 99.50% |
13/05/2024 | 11.97% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,311 CHF | 44,656 CHF | 99.03% | 99.03% |
10/05/2024 | 11.35% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,788 CHF | 46,894 CHF | 99.48% | 99.48% |
08/05/2024 | 12.22% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,134 CHF | 43,567 CHF | 99.49% | 99.49% |
07/05/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,497 CHF | 49,749 CHF | 99.56% | 99.56% |
06/05/2024 | 8.05% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 119,313 CHF | 64,656 CHF | 98.89% | 98.89% |
03/05/2024 | 7.76% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 123,995 CHF | 66,998 CHF | 98.02% | 98.02% |
02/05/2024 | 11.45% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,706 CHF | 46,353 CHF | 99.53% | 99.53% |