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 | 10.02% | 0.09 CHF | 0.10 CHF | 1,000,000 | 678,976 | 992,914 | 677,577 | 94,447 CHF | 71,210 CHF | 99.57% | 99.57% |
15/05/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 678,976 | 1,000,000 | 678,976 | 99,094 CHF | 74,073 CHF | 99.52% | 99.52% |
14/05/2024 | 8.93% | 0.10 CHF | 0.11 CHF | 1,000,000 | 678,976 | 999,971 | 648,539 | 107,266 CHF | 76,070 CHF | 99.58% | 99.58% |
13/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 100,000 CHF | 68,527 CHF | 99.56% | 99.56% |
10/05/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 100,000 CHF | 68,527 CHF | 99.53% | 99.53% |
08/05/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 89,380 CHF | 61,911 CHF | 99.55% | 99.55% |
07/05/2024 | 10.78% | 0.09 CHF | 0.10 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 87,797 CHF | 60,925 CHF | 99.51% | 99.51% |
06/05/2024 | 10.98% | 0.09 CHF | 0.10 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 86,105 CHF | 59,871 CHF | 99.57% | 99.57% |
03/05/2024 | 11.10% | 0.09 CHF | 0.10 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 85,155 CHF | 59,279 CHF | 99.57% | 99.57% |
02/05/2024 | 10.58% | 0.09 CHF | 0.10 CHF | 1,000,000 | 622,976 | 1,000,000 | 622,976 | 89,531 CHF | 62,005 CHF | 99.44% | 99.44% |