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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,000 CHF | 10,000 CHF | 99.24% | 99.24% |
22/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,000 CHF | 10,000 CHF | 99.27% | 99.27% |
21/05/2024 | 23.75% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 56,386 CHF | 9,518 CHF | 99.17% | 99.17% |
17/05/2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 59,683 CHF | 9,958 CHF | 99.05% | 99.05% |
16/05/2024 | 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% |
15/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 45,000 CHF | 8,000 CHF | 99.12% | 99.12% |
14/05/2024 | 31.07% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 41,721 CHF | 7,563 CHF | 99.27% | 99.27% |
13/05/2024 | 31.39% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 41,301 CHF | 7,507 CHF | 98.75% | 98.75% |
10/05/2024 | 38.31% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 32,216 CHF | 6,295 CHF | 99.27% | 99.27% |
08/05/2024 | 36.88% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 34,097 CHF | 6,546 CHF | 99.27% | 99.27% |