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 | 19.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 47,564 CHF | 52,959 CHF | 99.53% | 99.53% |
15/05/2024 | 17.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 53,067 CHF | 58,022 CHF | 99.53% | 99.53% |
14/05/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 49,115 CHF | 54,386 CHF | 99.56% | 99.56% |
13/05/2024 | 18.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 48,384 CHF | 53,713 CHF | 98.74% | 98.74% |
10/05/2024 | 18.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 48,943 CHF | 54,227 CHF | 99.51% | 99.51% |
08/05/2024 | 17.89% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 50,921 CHF | 56,047 CHF | 99.57% | 99.57% |
07/05/2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 50,171 CHF | 55,358 CHF | 99.48% | 99.48% |
06/05/2024 | 21.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 41,590 CHF | 47,463 CHF | 99.58% | 99.58% |
03/05/2024 | 23.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 37,438 CHF | 43,643 CHF | 99.51% | 99.51% |
02/05/2024 | 24.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 920,000 | 1,000,000 | 920,000 | 35,423 CHF | 41,789 CHF | 99.47% | 99.47% |