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 | 18.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 976,678 | 417,014 | 47,264 CHF | 24,894 CHF | 99.24% | 99.24% |
15/05/2024 | 19.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 987,506 | 405,148 | 47,161 CHF | 23,825 CHF | 99.38% | 99.38% |
14/05/2024 | 14.47% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 784,351 | 403,849 | 50,253 CHF | 29,927 CHF | 96.44% | 96.44% |
13/05/2024 | 22.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,991 | 250,000 | 40,301 CHF | 12,625 CHF | 99.39% | 99.39% |
10/05/2024 | 21.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,526 | 250,000 | 41,745 CHF | 13,041 CHF | 99.39% | 99.39% |
08/05/2024 | 29.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,989 CHF | 9,747 CHF | 99.39% | 99.39% |
07/05/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,128 | 250,000 | 29,757 CHF | 9,983 CHF | 99.25% | 99.25% |
06/05/2024 | 31.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,439 | 250,000 | 27,194 CHF | 9,340 CHF | 99.21% | 99.21% |
03/05/2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,009 | 250,000 | 30,042 CHF | 10,063 CHF | 99.39% | 99.39% |
02/05/2024 | 32.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 984,463 | 250,000 | 25,652 CHF | 9,010 CHF | 99.38% | 99.38% |