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 | 15.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,255 CHF | 35,127 CHF | 99.24% | 99.24% |
15/05/2024 | 15.87% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,254 CHF | 34,127 CHF | 99.61% | 99.61% |
14/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 97.58% | 97.58% |
13/05/2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,791 CHF | 26,396 CHF | 99.58% | 99.58% |
10/05/2024 | 15.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,684 CHF | 34,342 CHF | 99.27% | 99.27% |
08/05/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,268 CHF | 29,634 CHF | 95.14% | 95.14% |
07/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.80% | 98.80% |
06/05/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,078 CHF | 30,039 CHF | 98.52% | 98.52% |
03/05/2024 | 18.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,355 CHF | 30,178 CHF | 98.42% | 98.42% |
02/05/2024 | 18.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,078 CHF | 30,039 CHF | 99.27% | 99.27% |