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 | 23.88% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 56,072 CHF | 9,476 CHF | 99.27% | 99.27% |
15/05/2024 | 24.52% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 54,570 CHF | 9,276 CHF | 99.12% | 99.12% |
14/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 45,000 CHF | 8,000 CHF | 99.27% | 99.27% |
13/05/2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 44,905 CHF | 7,987 CHF | 98.75% | 98.75% |
10/05/2024 | 34.43% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 37,308 CHF | 6,974 CHF | 99.27% | 99.27% |
08/05/2024 | 36.23% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 34,948 CHF | 6,660 CHF | 99.27% | 99.27% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.27% | 99.27% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.27% | 99.27% |
03/05/2024 | 59.56% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 18,999 CHF | 4,533 CHF | 99.10% | 99.10% |
02/05/2024 | 59.97% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 18,768 CHF | 4,502 CHF | 99.24% | 99.24% |