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 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 95.32% | 95.32% |
15/05/2024 | 22.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,548 CHF | 25,274 CHF | 98.32% | 98.32% |
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 | 98.75% | 98.75% |
13/05/2024 | 19.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,061 CHF | 28,030 CHF | 87.42% | 87.42% |
10/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.53% | 99.53% |
08/05/2024 | 21.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,943 CHF | 25,472 CHF | 98.64% | 98.64% |
07/05/2024 | 18.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,989 CHF | 29,494 CHF | 99.22% | 99.22% |
06/05/2024 | 16.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,104 CHF | 33,052 CHF | 99.55% | 99.55% |
03/05/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,536 CHF | 35,268 CHF | 99.24% | 99.24% |
02/05/2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,738 CHF | 39,369 CHF | 99.29% | 99.29% |