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 | 16.31% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 85,015 CHF | 13,335 CHF | 99.27% | 99.27% |
15/05/2024 | 16.31% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 85,055 CHF | 13,341 CHF | 99.12% | 99.12% |
14/05/2024 | 18.82% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 72,627 CHF | 11,684 CHF | 99.27% | 99.27% |
13/05/2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 74,276 CHF | 11,903 CHF | 98.75% | 98.75% |
10/05/2024 | 20.49% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 66,413 CHF | 10,855 CHF | 99.27% | 99.27% |
08/05/2024 | 20.95% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 64,741 CHF | 10,632 CHF | 99.27% | 99.27% |
07/05/2024 | 27.53% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 47,454 CHF | 8,327 CHF | 99.27% | 99.27% |
06/05/2024 | 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% |
03/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 45,000 CHF | 8,000 CHF | 99.11% | 99.11% |
02/05/2024 | 29.15% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 44,242 CHF | 7,899 CHF | 99.24% | 99.24% |