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 | 13.81% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,680 CHF | 38,840 CHF | 99.23% | 99.23% |
15/05/2024 | 15.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,608 CHF | 34,304 CHF | 99.57% | 99.57% |
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 | 97.05% | 97.05% |
13/05/2024 | 21.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,016 CHF | 26,008 CHF | 99.27% | 99.27% |
10/05/2024 | 13.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,242 CHF | 38,621 CHF | 99.24% | 99.24% |
08/05/2024 | 20.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,245 CHF | 26,623 CHF | 94.80% | 94.80% |
07/05/2024 | 21.72% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,255 CHF | 25,627 CHF | 98.39% | 98.39% |
06/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 98.51% | 98.51% |
03/05/2024 | 18.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,530 CHF | 29,265 CHF | 98.42% | 98.42% |
02/05/2024 | 19.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,905 CHF | 28,953 CHF | 99.27% | 99.27% |