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 | 41.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 743,402 | 743,402 | 14,790 CHF | 22,270 CHF | 100.00% | 100.00% |
15/05/2024 | 31.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 729,064 | 729,064 | 20,319 CHF | 27,680 CHF | 100.00% | 100.00% |
14/05/2024 | 41.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 751,475 | 751,475 | 15,674 CHF | 23,221 CHF | 100.00% | 100.00% |
13/05/2024 | 48.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 761,686 | 761,686 | 12,688 CHF | 20,338 CHF | 99.86% | 99.86% |
10/05/2024 | 39.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 731,034 | 731,034 | 15,018 CHF | 22,361 CHF | 100.00% | 100.00% |
08/05/2024 | 29.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 735,755 | 735,755 | 21,620 CHF | 29,014 CHF | 96.52% | 96.52% |
07/05/2024 | 18.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 708,974 | 708,974 | 34,857 CHF | 41,983 CHF | 97.41% | 97.41% |
06/05/2024 | 16.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 726,889 | 726,889 | 41,648 CHF | 48,951 CHF | 98.41% | 98.41% |
03/05/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 720,920 | 720,920 | 37,652 CHF | 44,893 CHF | 99.95% | 99.95% |
02/05/2024 | 15.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 711,317 | 711,317 | 43,328 CHF | 50,472 CHF | 100.00% | 100.00% |