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 | 47.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,261 CHF | 13,131 CHF | 96.28% | 96.28% |
15/05/2024 | 37.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,931 CHF | 15,966 CHF | 98.67% | 98.67% |
14/05/2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,579 CHF | 15,290 CHF | 98.76% | 98.76% |
13/05/2024 | 56.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,771 CHF | 11,386 CHF | 94.69% | 94.69% |
10/05/2024 | 59.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,970 CHF | 10,985 CHF | 98.17% | 98.17% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 96.60% | 96.60% |
07/05/2024 | 56.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,791 CHF | 11,396 CHF | 97.58% | 97.58% |
06/05/2024 | 60.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,652 CHF | 10,826 CHF | 99.19% | 99.19% |
03/05/2024 | 64.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,521 CHF | 10,260 CHF | 98.72% | 98.72% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.13% | 99.13% |