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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.47% | 97.47% |
16/05/2024 | 43.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,173 CHF | 14,087 CHF | 98.55% | 98.55% |
15/05/2024 | 41.38% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,245 CHF | 14,623 CHF | 92.97% | 92.97% |
14/05/2024 | 41.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,197 CHF | 14,598 CHF | 91.59% | 91.59% |
13/05/2024 | 50.74% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,737 CHF | 12,369 CHF | 85.90% | 85.90% |
10/05/2024 | 54.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,522 CHF | 11,761 CHF | 87.13% | 87.13% |
08/05/2024 | 65.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,401 CHF | 10,201 CHF | 97.75% | 97.75% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 86.86% | 86.86% |
06/05/2024 | 37.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,968 CHF | 15,984 CHF | 85.77% | 85.77% |
03/05/2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,071 CHF | 15,035 CHF | 92.10% | 92.10% |