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 | 50.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 991,957 | 250,000 | 14,871 CHF | 6,244 CHF | 99.04% | 99.04% |
15/05/2024 | 57.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,082 | 250,000 | 12,596 CHF | 5,675 CHF | 99.12% | 99.12% |
14/05/2024 | 53.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,010 CHF | 6,003 CHF | 98.89% | 98.89% |
13/05/2024 | 65.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,980 | 250,000 | 10,395 CHF | 5,121 CHF | 99.18% | 99.18% |
10/05/2024 | 50.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,893 | 250,000 | 14,887 CHF | 6,233 CHF | 96.50% | 96.50% |
08/05/2024 | 51.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,563 CHF | 6,141 CHF | 99.18% | 99.18% |
07/05/2024 | 56.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,404 | 250,000 | 12,941 CHF | 5,757 CHF | 98.98% | 98.98% |
06/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,525 | 250,000 | 14,903 CHF | 6,250 CHF | 98.99% | 98.99% |
03/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 998,316 | 250,000 | 14,975 CHF | 6,250 CHF | 97.35% | 97.35% |
02/05/2024 | 49.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,549 | 250,000 | 14,970 CHF | 6,267 CHF | 98.72% | 98.72% |