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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 45.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,792 CHF | 13,396 CHF | 95.99% | 95.99% |
22/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.45% | 99.45% |
21/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.88% | 96.88% |
17/05/2024 | 22.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,665 CHF | 24,833 CHF | 99.02% | 99.02% |
16/05/2024 | 23.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,258 CHF | 24,129 CHF | 99.04% | 99.04% |
15/05/2024 | 21.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,425 CHF | 26,213 CHF | 99.43% | 99.43% |
14/05/2024 | 19.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,610 CHF | 28,305 CHF | 99.51% | 99.51% |
13/05/2024 | 21.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,696 CHF | 25,848 CHF | 99.02% | 99.02% |
10/05/2024 | 20.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,793 CHF | 26,896 CHF | 99.47% | 99.47% |
08/05/2024 | 22.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,447 CHF | 25,223 CHF | 99.51% | 99.51% |