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 | 24.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,584 CHF | 23,292 CHF | 97.11% | 97.11% |
15/05/2024 | 21.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,243 CHF | 26,122 CHF | 98.26% | 98.26% |
14/05/2024 | 20.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,149 CHF | 27,075 CHF | 97.35% | 97.35% |
13/05/2024 | 18.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,221 CHF | 29,611 CHF | 92.66% | 92.66% |
10/05/2024 | 21.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,227 CHF | 25,614 CHF | 98.74% | 98.74% |
08/05/2024 | 15.41% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,926 CHF | 34,963 CHF | 97.04% | 97.04% |
07/05/2024 | 14.49% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,384 CHF | 37,192 CHF | 96.55% | 96.55% |
06/05/2024 | 12.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,323 CHF | 42,161 CHF | 90.72% | 90.72% |
03/05/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,907 CHF | 45,453 CHF | 94.94% | 94.94% |
02/05/2024 | 11.30% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,745 CHF | 46,872 CHF | 97.76% | 97.76% |