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 | 81.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,371 CHF | 8,686 CHF | 95.27% | 95.27% |
15/05/2024 | 66.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,194 CHF | 10,097 CHF | 98.34% | 98.34% |
14/05/2024 | 46.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,639 CHF | 13,320 CHF | 98.76% | 98.76% |
13/05/2024 | 55.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,009 CHF | 11,504 CHF | 87.34% | 87.34% |
10/05/2024 | 74.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,599 CHF | 9,299 CHF | 99.52% | 99.52% |
08/05/2024 | 63.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,765 CHF | 10,383 CHF | 98.72% | 98.72% |
07/05/2024 | 65.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,323 CHF | 10,162 CHF | 99.20% | 99.20% |
06/05/2024 | 41.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,315 CHF | 15,658 CHF | 99.36% | 99.36% |
03/05/2024 | 25.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,899 CHF | 22,450 CHF | 99.23% | 99.23% |
02/05/2024 | 20.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 485,947 | 44,655 CHF | 26,511 CHF | 99.13% | 99.13% |