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 | 59.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,788 CHF | 10,894 CHF | 88.41% | 95.34% |
15/05/2024 | 53.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,651 CHF | 11,826 CHF | 98.34% | 98.34% |
14/05/2024 | 45.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,201 CHF | 13,600 CHF | 98.70% | 98.70% |
13/05/2024 | 50.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,805 CHF | 12,403 CHF | 87.34% | 87.34% |
10/05/2024 | 55.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,880 CHF | 11,440 CHF | 99.53% | 99.53% |
08/05/2024 | 59.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,069 CHF | 11,034 CHF | 98.61% | 98.61% |
07/05/2024 | 48.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,637 CHF | 12,818 CHF | 99.21% | 99.21% |
06/05/2024 | 40.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,377 CHF | 15,188 CHF | 99.37% | 99.37% |
03/05/2024 | 34.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,197 CHF | 17,598 CHF | 99.49% | 99.49% |
02/05/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,987 CHF | 19,994 CHF | 99.40% | 99.40% |