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 | 24.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 743,428 | 743,428 | 27,194 CHF | 34,674 CHF | 100.00% | 100.00% |
15/05/2024 | 19.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 729,076 | 729,076 | 35,284 CHF | 42,645 CHF | 100.00% | 100.00% |
14/05/2024 | 24.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 751,474 | 751,474 | 28,434 CHF | 35,981 CHF | 100.00% | 100.00% |
13/05/2024 | 29.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 761,684 | 761,684 | 23,464 CHF | 31,113 CHF | 99.86% | 99.86% |
10/05/2024 | 24.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 730,901 | 730,901 | 27,042 CHF | 34,383 CHF | 100.00% | 100.00% |
08/05/2024 | 18.72% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 736,249 | 736,249 | 36,441 CHF | 43,844 CHF | 96.52% | 96.52% |
07/05/2024 | 12.52% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 709,335 | 709,335 | 54,142 CHF | 61,268 CHF | 97.38% | 97.38% |
06/05/2024 | 11.22% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 726,681 | 726,681 | 63,194 CHF | 70,493 CHF | 98.41% | 98.41% |
03/05/2024 | 12.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 720,918 | 720,918 | 57,052 CHF | 64,292 CHF | 99.95% | 99.95% |
02/05/2024 | 10.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 711,269 | 711,269 | 63,469 CHF | 70,613 CHF | 99.98% | 99.98% |