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 | 42.24% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 199,939 | 28,740 CHF | 5,831 CHF | 99.27% | 99.27% |
15/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.08% | 99.08% |
14/05/2024 | 29.82% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 43,363 CHF | 7,782 CHF | 99.27% | 99.27% |
13/05/2024 | 30.41% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 42,710 CHF | 7,695 CHF | 98.81% | 98.81% |
10/05/2024 | 24.87% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 53,750 CHF | 9,167 CHF | 99.27% | 99.27% |
08/05/2024 | 30.71% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 44,182 CHF | 7,891 CHF | 99.27% | 99.27% |
07/05/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 74,967 CHF | 11,996 CHF | 99.27% | 99.27% |
06/05/2024 | 22.84% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 58,584 CHF | 9,811 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 | 99.15% | 99.15% |
02/05/2024 | 28.06% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 46,209 CHF | 8,161 CHF | 99.19% | 99.19% |