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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.37% | 99.37% |
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.38% | 99.38% |
14/05/2024 | 65.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,293 CHF | 10,146 CHF | 99.36% | 99.36% |
13/05/2024 | 44.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,338 CHF | 14,169 CHF | 98.80% | 98.80% |
10/05/2024 | 38.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,273 CHF | 15,636 CHF | 99.37% | 99.37% |
08/05/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,112 CHF | 25,056 CHF | 99.37% | 99.37% |
07/05/2024 | 11.43% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 474,454 | 83,635 CHF | 44,113 CHF | 98.16% | 98.16% |
06/05/2024 | 11.08% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 474,792 | 85,526 CHF | 45,242 CHF | 99.38% | 99.38% |
03/05/2024 | 10.67% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 472,688 | 88,852 CHF | 46,695 CHF | 99.35% | 99.35% |
02/05/2024 | 9.74% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,266 | 97,931 CHF | 43,199 CHF | 99.35% | 99.35% |