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 | 18.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,121 CHF | 29,060 CHF | 98.69% | 98.69% |
15/05/2024 | 18.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,065 CHF | 30,032 CHF | 98.20% | 98.20% |
14/05/2024 | 20.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,204 CHF | 26,602 CHF | 98.43% | 98.43% |
13/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,002 CHF | 25,001 CHF | 95.17% | 95.17% |
10/05/2024 | 19.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,449 CHF | 28,725 CHF | 98.94% | 98.94% |
08/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.07% | 99.07% |
07/05/2024 | 29.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,571 CHF | 19,785 CHF | 98.84% | 98.84% |
06/05/2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,044 CHF | 15,022 CHF | 98.01% | 98.01% |
03/05/2024 | 39.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,355 CHF | 15,178 CHF | 99.05% | 99.05% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.85% | 98.85% |