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 | 18.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,622 CHF | 29,811 CHF | 96.75% | 96.75% |
15/05/2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,575 CHF | 34,287 CHF | 98.71% | 98.71% |
14/05/2024 | 15.97% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,987 CHF | 33,993 CHF | 98.47% | 98.47% |
13/05/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,033 CHF | 25,017 CHF | 94.71% | 94.71% |
10/05/2024 | 22.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,248 CHF | 24,624 CHF | 98.30% | 98.30% |
08/05/2024 | 23.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,463 CHF | 24,232 CHF | 96.60% | 96.60% |
07/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 97.58% | 97.58% |
06/05/2024 | 22.96% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,834 CHF | 24,417 CHF | 98.55% | 98.55% |
03/05/2024 | 25.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,589 CHF | 22,794 CHF | 98.73% | 98.73% |
02/05/2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,221 CHF | 20,111 CHF | 99.13% | 99.13% |