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 | 9.00% | 0.10 CHF | 0.11 CHF | 800,000 | 800,000 | 798,228 | 798,228 | 84,930 CHF | 92,912 CHF | 99.55% | 99.55% |
15/05/2024 | 9.35% | 0.11 CHF | 0.12 CHF | 900,000 | 900,000 | 975,638 | 975,638 | 99,511 CHF | 109,267 CHF | 99.47% | 99.47% |
14/05/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 98,684 CHF | 108,684 CHF | 99.54% | 99.54% |
13/05/2024 | 9.41% | 0.10 CHF | 0.11 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 81,102 CHF | 89,102 CHF | 99.57% | 99.57% |
10/05/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 107,710 CHF | 117,710 CHF | 99.45% | 99.50% |
08/05/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 81,278 CHF | 91,278 CHF | 99.49% | 99.49% |
07/05/2024 | 11.66% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 81,447 CHF | 91,447 CHF | 98.50% | 98.50% |
06/05/2024 | 20.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,810 CHF | 53,810 CHF | 99.48% | 99.48% |
03/05/2024 | 20.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 42,818 CHF | 52,818 CHF | 99.53% | 99.53% |
02/05/2024 | 19.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 46,993 CHF | 56,993 CHF | 99.50% | 99.50% |