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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 61.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 977,565 | 449,322 | 12,933 CHF | 9,998 CHF | 98.15% | 98.15% |
28/05/2024 | 33.60% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 885,095 | 337,573 | 25,614 CHF | 12,533 CHF | 97.74% | 97.74% |
27/05/2024 | 80.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,652 CHF | 9,326 CHF | 97.83% | 97.83% |
24/05/2024 | 127.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,026 CHF | 6,513 CHF | 98.45% | 98.45% |
23/05/2024 | 81.45% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,077 CHF | 9,038 CHF | 94.76% | 94.76% |
22/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 24.86% | 98.33% |
21/05/2024 | 64.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,955 CHF | 10,478 CHF | 95.44% | 95.44% |
17/05/2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,697 | 30,129 CHF | 20,049 CHF | 97.14% | 97.14% |
16/05/2024 | 24.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 468,272 | 36,016 CHF | 21,438 CHF | 96.43% | 96.43% |
15/05/2024 | 17.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 999,931 | 399,931 | 54,331 CHF | 25,729 CHF | 99.12% | 99.12% |