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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.58% | 98.58% |
15/05/2024 | 25.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,482 CHF | 22,241 CHF | 92.96% | 92.96% |
14/05/2024 | 23.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,196 CHF | 24,098 CHF | 91.39% | 91.39% |
13/05/2024 | 28.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,802 CHF | 19,901 CHF | 85.96% | 85.96% |
10/05/2024 | 32.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,643 CHF | 18,321 CHF | 87.03% | 87.03% |
08/05/2024 | 34.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,570 CHF | 17,285 CHF | 97.72% | 97.72% |
07/05/2024 | 22.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,548 CHF | 25,274 CHF | 86.87% | 86.87% |
06/05/2024 | 19.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,230 CHF | 28,615 CHF | 85.87% | 85.87% |
03/05/2024 | 21.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,739 CHF | 25,869 CHF | 92.05% | 92.05% |
02/05/2024 | 20.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,419 CHF | 26,709 CHF | 92.05% | 92.05% |