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 | 11.03% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 85,906 CHF | 47,953 CHF | 99.37% | 99.37% |
15/05/2024 | 9.81% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,118 CHF | 53,559 CHF | 99.38% | 99.38% |
14/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,964 CHF | 59,982 CHF | 99.36% | 99.36% |
13/05/2024 | 8.41% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 114,297 CHF | 62,149 CHF | 98.80% | 98.80% |
10/05/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 487,040 | 139,960 CHF | 72,934 CHF | 99.36% | 99.36% |
08/05/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 183,347 CHF | 77,339 CHF | 99.38% | 99.38% |
07/05/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 899,978 | 299,993 | 218,622 CHF | 75,874 CHF | 98.16% | 98.16% |
06/05/2024 | 4.11% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 214,388 CHF | 74,463 CHF | 99.37% | 99.37% |
03/05/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 216,303 CHF | 75,101 CHF | 99.35% | 99.35% |
02/05/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 227,799 CHF | 78,933 CHF | 99.35% | 99.35% |