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 | 28.35% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 45,524 CHF | 8,070 CHF | 99.27% | 99.27% |
15/05/2024 | 27.10% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 48,484 CHF | 8,465 CHF | 99.12% | 99.12% |
14/05/2024 | 35.97% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 35,290 CHF | 6,705 CHF | 99.27% | 99.27% |
13/05/2024 | 39.58% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,548 CHF | 6,073 CHF | 98.75% | 98.75% |
10/05/2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 29,778 CHF | 5,970 CHF | 99.27% | 99.27% |
08/05/2024 | 41.59% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 29,168 CHF | 5,889 CHF | 99.27% | 99.27% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.27% | 99.27% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 83.83% | 99.27% |
03/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 10.31% | 99.10% |
02/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 40.54% | 99.24% |