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 | 48.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,637 CHF | 12,819 CHF | 99.17% | 99.17% |
15/05/2024 | 52.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,275 CHF | 12,138 CHF | 99.58% | 99.58% |
14/05/2024 | 58.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,038 CHF | 11,019 CHF | 97.58% | 97.58% |
13/05/2024 | 67.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,813 CHF | 9,906 CHF | 99.28% | 99.28% |
10/05/2024 | 49.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,520 CHF | 12,760 CHF | 99.42% | 99.42% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 91.05% | 94.80% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.80% | 98.80% |
06/05/2024 | 66.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,245 CHF | 10,123 CHF | 98.86% | 98.86% |
03/05/2024 | 65.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,358 CHF | 10,179 CHF | 97.73% | 97.73% |
02/05/2024 | 66.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,217 CHF | 10,109 CHF | 99.58% | 99.58% |