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 | 23.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,129 CHF | 24,065 CHF | 97.92% | 97.92% |
15/05/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,936 CHF | 24,968 CHF | 98.30% | 98.30% |
14/05/2024 | 21.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,478 CHF | 26,239 CHF | 99.51% | 99.51% |
13/05/2024 | 21.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,759 CHF | 25,380 CHF | 99.03% | 99.03% |
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 | 99.47% | 99.47% |
08/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.49% | 99.49% |
07/05/2024 | 20.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,552 CHF | 27,276 CHF | 99.56% | 99.56% |
06/05/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,038 CHF | 30,019 CHF | 98.85% | 98.85% |
03/05/2024 | 18.07% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,397 CHF | 30,199 CHF | 98.14% | 98.14% |
02/05/2024 | 22.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,561 CHF | 25,281 CHF | 99.50% | 99.50% |