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 | 32.75% | 0.02 CHF | 0.03 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 33,228 CHF | 9,146 CHF | 98.49% | 98.49% |
15/05/2024 | 25.66% | 0.03 CHF | 0.04 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 43,527 CHF | 11,206 CHF | 98.31% | 98.31% |
14/05/2024 | 19.97% | 0.04 CHF | 0.05 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 56,979 CHF | 13,896 CHF | 99.37% | 99.37% |
13/05/2024 | 32.48% | 0.03 CHF | 0.04 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 33,230 CHF | 9,146 CHF | 98.93% | 98.93% |
10/05/2024 | 38.88% | 0.03 CHF | 0.04 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 26,221 CHF | 7,744 CHF | 99.37% | 99.37% |
08/05/2024 | 28.47% | 0.02 CHF | 0.03 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 38,456 CHF | 10,191 CHF | 99.37% | 99.37% |
07/05/2024 | 22.86% | 0.03 CHF | 0.04 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 48,902 CHF | 12,280 CHF | 94.70% | 94.70% |
06/05/2024 | 19.92% | 0.03 CHF | 0.04 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 57,338 CHF | 13,968 CHF | 99.36% | 99.36% |
03/05/2024 | 17.98% | 0.04 CHF | 0.05 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 64,515 CHF | 15,403 CHF | 99.36% | 99.36% |
02/05/2024 | 14.16% | 0.06 CHF | 0.07 CHF | 1,250,000 | 250,000 | 1,250,000 | 250,000 | 82,497 CHF | 18,999 CHF | 99.37% | 99.37% |