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 | 19.28% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 354,455 | 47,011 CHF | 20,494 CHF | 99.91% | 99.91% |
15/05/2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 331,017 | 46,630 CHF | 19,011 CHF | 100.00% | 100.00% |
14/05/2024 | 19.68% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 293,030 | 45,870 CHF | 16,523 CHF | 99.76% | 99.76% |
13/05/2024 | 20.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,595 CHF | 13,649 CHF | 100.00% | 100.00% |
10/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 100.00% | 100.00% |
08/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,443 | 250,000 | 44,750 CHF | 13,750 CHF | 96.88% | 96.88% |
07/05/2024 | 19.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 278,279 | 45,521 CHF | 15,521 CHF | 99.83% | 99.83% |
06/05/2024 | 20.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,615 | 250,000 | 44,416 CHF | 13,687 CHF | 99.76% | 99.76% |
03/05/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,888 CHF | 13,722 CHF | 100.00% | 100.00% |
02/05/2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,650 | 307,971 | 46,166 CHF | 17,505 CHF | 100.00% | 100.00% |