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 | 35.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,261 CHF | 16,630 CHF | 98.70% | 98.70% |
15/05/2024 | 25.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,544 CHF | 22,272 CHF | 98.25% | 98.25% |
14/05/2024 | 29.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,314 CHF | 19,657 CHF | 98.39% | 98.39% |
13/05/2024 | 35.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,588 CHF | 16,794 CHF | 94.26% | 94.26% |
10/05/2024 | 31.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,014 CHF | 18,507 CHF | 98.90% | 98.90% |
08/05/2024 | 65.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,261 CHF | 10,131 CHF | 99.07% | 99.07% |
07/05/2024 | 60.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,699 CHF | 10,850 CHF | 98.82% | 98.82% |
06/05/2024 | 69.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,419 CHF | 9,710 CHF | 99.06% | 99.06% |
03/05/2024 | 64.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,551 CHF | 10,275 CHF | 99.09% | 99.09% |
02/05/2024 | 63.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,905 CHF | 10,452 CHF | 98.87% | 98.87% |