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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 50.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,122 CHF | 13,061 CHF | 95.97% | 95.97% |
22/05/2024 | 30.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,107 CHF | 19,054 CHF | 99.36% | 99.36% |
21/05/2024 | 24.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,974 CHF | 23,487 CHF | 96.49% | 96.49% |
17/05/2024 | 26.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,952 CHF | 21,476 CHF | 99.59% | 99.59% |
16/05/2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,936 CHF | 19,968 CHF | 98.92% | 98.92% |
15/05/2024 | 31.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,298 CHF | 18,649 CHF | 98.84% | 98.84% |
14/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.57% | 97.57% |
13/05/2024 | 46.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,402 CHF | 13,701 CHF | 99.58% | 99.58% |
10/05/2024 | 27.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,782 CHF | 21,391 CHF | 99.38% | 99.38% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 95.14% | 95.14% |