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 | 43.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,333 CHF | 7,083 CHF | 99.85% | 99.85% |
15/05/2024 | 41.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,530 CHF | 7,383 CHF | 100.00% | 100.00% |
14/05/2024 | 35.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,713 CHF | 8,428 CHF | 99.77% | 99.77% |
13/05/2024 | 39.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,290 CHF | 7,572 CHF | 100.00% | 100.00% |
10/05/2024 | 31.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,019 | 250,000 | 26,875 CHF | 9,291 CHF | 100.00% | 100.00% |
08/05/2024 | 25.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,904 CHF | 11,226 CHF | 100.00% | 100.00% |
07/05/2024 | 27.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,145 CHF | 10,536 CHF | 99.86% | 99.86% |
06/05/2024 | 26.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,327 CHF | 10,832 CHF | 99.81% | 99.81% |
03/05/2024 | 23.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,322 CHF | 12,080 CHF | 100.00% | 100.00% |
02/05/2024 | 26.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 991,166 | 250,000 | 33,030 CHF | 10,835 CHF | 100.00% | 100.00% |