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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.07% | 96.07% |
22/05/2024 | 38.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,674 CHF | 15,837 CHF | 99.59% | 99.59% |
21/05/2024 | 26.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,705 CHF | 21,853 CHF | 96.96% | 96.96% |
17/05/2024 | 20.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,719 CHF | 27,360 CHF | 99.60% | 99.60% |
16/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,992 CHF | 29,996 CHF | 99.54% | 99.54% |
15/05/2024 | 18.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,111 CHF | 29,055 CHF | 99.72% | 99.72% |
14/05/2024 | 16.14% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,288 CHF | 33,644 CHF | 99.17% | 99.17% |
13/05/2024 | 17.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,429 CHF | 31,215 CHF | 99.02% | 99.02% |
10/05/2024 | 14.74% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,167 CHF | 36,583 CHF | 97.98% | 97.98% |
08/05/2024 | 13.48% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,294 CHF | 39,647 CHF | 99.56% | 99.56% |