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 | 40.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,909 CHF | 14,955 CHF | 98.68% | 98.68% |
15/05/2024 | 37.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,797 CHF | 15,899 CHF | 98.22% | 98.22% |
14/05/2024 | 40.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,637 CHF | 14,818 CHF | 98.42% | 98.42% |
13/05/2024 | 41.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,978 CHF | 14,489 CHF | 95.17% | 95.17% |
10/05/2024 | 38.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,197 CHF | 15,598 CHF | 98.78% | 98.78% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.09% | 99.09% |
07/05/2024 | 63.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,659 CHF | 10,330 CHF | 98.82% | 98.82% |
06/05/2024 | 70.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,253 CHF | 9,627 CHF | 99.07% | 99.07% |
03/05/2024 | 68.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,657 CHF | 9,829 CHF | 99.02% | 99.02% |
02/05/2024 | 69.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,372 CHF | 9,686 CHF | 97.77% | 97.77% |