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 | 11.25% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,177 CHF | 47,088 CHF | 99.11% | 99.11% |
15/05/2024 | 9.62% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 404,879 | 99,084 CHF | 44,122 CHF | 98.84% | 98.84% |
14/05/2024 | 9.15% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 104,492 CHF | 45,797 CHF | 99.00% | 99.00% |
13/05/2024 | 10.26% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 465,717 | 92,704 CHF | 47,622 CHF | 94.44% | 94.44% |
10/05/2024 | 10.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,933 | 88,071 CHF | 49,029 CHF | 98.08% | 98.08% |
08/05/2024 | 6.61% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 952,925 | 352,925 | 139,917 CHF | 54,991 CHF | 96.88% | 96.88% |
07/05/2024 | 4.68% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 156,753 CHF | 54,751 CHF | 96.76% | 96.76% |
06/05/2024 | 4.09% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 647,651 | 215,884 | 154,765 CHF | 53,747 CHF | 98.89% | 98.89% |
03/05/2024 | 3.66% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 161,142 CHF | 55,714 CHF | 98.68% | 98.68% |
02/05/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 721,770 | 240,590 | 170,699 CHF | 59,306 CHF | 99.02% | 99.02% |