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 | 95.40% | 95.40% |
15/05/2024 | 26.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,902 CHF | 21,951 CHF | 98.34% | 98.34% |
14/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.72% | 98.72% |
13/05/2024 | 23.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,757 CHF | 24,378 CHF | 87.36% | 87.36% |
10/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.49% | 99.49% |
08/05/2024 | 28.31% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,419 CHF | 20,210 CHF | 98.59% | 98.59% |
07/05/2024 | 24.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,248 CHF | 23,124 CHF | 99.20% | 99.20% |
06/05/2024 | 20.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,294 CHF | 28,147 CHF | 99.38% | 99.38% |
03/05/2024 | 17.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,062 CHF | 31,531 CHF | 99.54% | 99.54% |
02/05/2024 | 15.02% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,794 CHF | 35,897 CHF | 99.20% | 99.20% |