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 | 17.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,010 CHF | 30,505 CHF | 97.17% | 97.17% |
15/05/2024 | 14.72% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,265 CHF | 36,632 CHF | 99.05% | 99.05% |
14/05/2024 | 14.26% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,479 CHF | 37,739 CHF | 97.37% | 97.37% |
13/05/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 92.81% | 92.81% |
10/05/2024 | 14.98% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,956 CHF | 35,978 CHF | 98.69% | 98.69% |
08/05/2024 | 10.71% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,540 CHF | 49,270 CHF | 96.39% | 96.39% |
07/05/2024 | 9.93% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,970 CHF | 52,985 CHF | 96.94% | 96.94% |
06/05/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,099 | 110,144 CHF | 59,719 CHF | 90.39% | 90.39% |
03/05/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 412,633 | 120,984 CHF | 53,922 CHF | 94.37% | 94.37% |
02/05/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 124,760 CHF | 53,904 CHF | 97.75% | 97.75% |