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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.92% | 98.92% |
15/05/2024 | 30.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,650 CHF | 19,325 CHF | 98.97% | 98.97% |
14/05/2024 | 37.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,210 CHF | 16,105 CHF | 98.58% | 98.58% |
13/05/2024 | 31.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,685 CHF | 18,843 CHF | 94.82% | 94.82% |
10/05/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,062 CHF | 20,031 CHF | 98.81% | 98.81% |
08/05/2024 | 26.31% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,568 CHF | 21,784 CHF | 98.72% | 98.72% |
07/05/2024 | 23.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,863 CHF | 23,932 CHF | 99.16% | 99.16% |
06/05/2024 | 27.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,395 CHF | 21,198 CHF | 98.78% | 98.78% |
03/05/2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,123 CHF | 20,062 CHF | 98.40% | 98.40% |
02/05/2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,654 CHF | 20,327 CHF | 98.85% | 98.85% |