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 | 35.87% | 0.02 CHF | 0.03 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 34,661 CHF | 3,311 CHF | 99.27% | 99.27% |
15/05/2024 | 42.15% | 0.02 CHF | 0.03 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 28,289 CHF | 2,886 CHF | 99.12% | 99.12% |
14/05/2024 | 35.90% | 0.02 CHF | 0.03 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 34,563 CHF | 3,304 CHF | 99.27% | 99.27% |
13/05/2024 | 41.73% | 0.02 CHF | 0.03 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 29,987 CHF | 2,999 CHF | 98.75% | 98.75% |
10/05/2024 | 31.62% | 0.02 CHF | 0.03 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 40,588 CHF | 3,706 CHF | 99.27% | 99.27% |
08/05/2024 | 15.31% | 0.05 CHF | 0.06 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 90,823 CHF | 7,055 CHF | 99.27% | 99.27% |
07/05/2024 | 14.69% | 0.06 CHF | 0.07 CHF | 1,500,000 | 100,000 | 1,500,000 | 100,000 | 95,061 CHF | 7,337 CHF | 99.27% | 99.27% |
06/05/2024 | 16.66% | 0.05 CHF | 0.06 CHF | 1,500,000 | 100,000 | 902,310 | 100,000 | 49,900 CHF | 6,519 CHF | 99.27% | 99.27% |
03/05/2024 | 16.03% | 0.05 CHF | 0.06 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 43,162 CHF | 6,755 CHF | 99.10% | 99.10% |
02/05/2024 | 18.41% | 0.05 CHF | 0.06 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 37,019 CHF | 5,936 CHF | 99.24% | 99.24% |