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 | 24.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 468,272 | 36,016 CHF | 21,438 CHF | 96.43% | 96.43% |
15/05/2024 | 17.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 999,931 | 399,931 | 54,331 CHF | 25,729 CHF | 99.12% | 99.12% |
14/05/2024 | 16.87% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 408,580 | 56,012 CHF | 26,807 CHF | 98.48% | 98.48% |
13/05/2024 | 35.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,819 CHF | 16,910 CHF | 94.71% | 94.71% |
10/05/2024 | 44.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,816 CHF | 13,908 CHF | 98.36% | 98.36% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.59% | 96.59% |
07/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 97.58% | 97.58% |
06/05/2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,493 CHF | 18,246 CHF | 97.42% | 97.42% |
03/05/2024 | 39.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,237 CHF | 15,119 CHF | 98.73% | 98.73% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.11% | 99.11% |