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 | 38.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,402 CHF | 15,701 CHF | 98.91% | 98.91% |
15/05/2024 | 25.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,576 CHF | 22,288 CHF | 98.95% | 98.95% |
14/05/2024 | 29.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,343 CHF | 19,672 CHF | 98.60% | 98.60% |
13/05/2024 | 29.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,363 CHF | 19,682 CHF | 94.83% | 94.83% |
10/05/2024 | 25.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,261 CHF | 22,631 CHF | 98.68% | 98.68% |
08/05/2024 | 20.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,244 CHF | 27,622 CHF | 98.75% | 98.75% |
07/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.75% | 98.75% |
06/05/2024 | 20.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,487 CHF | 27,744 CHF | 98.79% | 98.79% |
03/05/2024 | 22.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,200 CHF | 25,100 CHF | 98.37% | 98.37% |
02/05/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,155 CHF | 25,077 CHF | 98.89% | 98.89% |