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 | 18.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 48,556 CHF | 58,556 CHF | 99.58% | 99.58% |
15/05/2024 | 19.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 45,684 CHF | 55,684 CHF | 99.49% | 99.49% |
14/05/2024 | 18.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 48,299 CHF | 58,299 CHF | 99.60% | 99.60% |
13/05/2024 | 18.65% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 48,632 CHF | 58,632 CHF | 99.53% | 99.53% |
10/05/2024 | 19.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,332 CHF | 57,332 CHF | 99.55% | 99.55% |
08/05/2024 | 17.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,078 CHF | 63,078 CHF | 99.53% | 99.53% |
07/05/2024 | 17.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,725 CHF | 62,725 CHF | 99.48% | 99.53% |
06/05/2024 | 17.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 51,614 CHF | 61,614 CHF | 99.49% | 99.49% |
03/05/2024 | 17.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,131 CHF | 62,131 CHF | 99.59% | 99.59% |
02/05/2024 | 17.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,052 CHF | 62,052 CHF | 99.51% | 99.51% |