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 | 33.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,715 | 250,000 | 24,610 CHF | 8,698 CHF | 99.24% | 99.24% |
15/05/2024 | 31.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,446 | 250,000 | 26,664 CHF | 9,207 CHF | 99.38% | 99.38% |
14/05/2024 | 23.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 991,127 | 252,405 | 36,873 CHF | 11,930 CHF | 96.44% | 96.44% |
13/05/2024 | 32.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,946 | 250,000 | 26,021 CHF | 9,037 CHF | 99.39% | 99.39% |
10/05/2024 | 29.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,564 | 250,000 | 29,122 CHF | 9,848 CHF | 99.39% | 99.39% |
08/05/2024 | 39.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,168 CHF | 7,542 CHF | 99.39% | 99.39% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,191 | 250,000 | 19,884 CHF | 7,500 CHF | 99.23% | 99.23% |
06/05/2024 | 39.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,446 | 250,000 | 20,035 CHF | 7,536 CHF | 99.22% | 99.22% |
03/05/2024 | 38.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,015 | 250,000 | 20,868 CHF | 7,752 CHF | 99.39% | 99.39% |
02/05/2024 | 39.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 984,505 | 250,000 | 20,238 CHF | 7,637 CHF | 99.38% | 99.38% |