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 | 17.72% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,662 CHF | 30,831 CHF | 99.09% | 99.09% |
15/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 98.88% | 98.88% |
14/05/2024 | 14.61% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,767 CHF | 36,884 CHF | 99.07% | 99.07% |
13/05/2024 | 15.85% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,345 CHF | 34,173 CHF | 94.40% | 94.40% |
10/05/2024 | 17.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,789 CHF | 30,894 CHF | 98.10% | 98.10% |
08/05/2024 | 10.81% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,969 | 88,250 CHF | 49,121 CHF | 96.88% | 96.88% |
07/05/2024 | 7.67% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,602 CHF | 54,241 CHF | 96.76% | 96.76% |
06/05/2024 | 6.66% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 932,211 | 332,211 | 135,570 CHF | 51,464 CHF | 98.93% | 98.93% |
03/05/2024 | 5.90% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 899,615 | 299,872 | 148,418 CHF | 52,471 CHF | 99.01% | 99.01% |
02/05/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 979,577 | 379,577 | 141,105 CHF | 58,388 CHF | 99.18% | 99.18% |