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 | 40.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,881 CHF | 14,941 CHF | 99.03% | 99.03% |
15/05/2024 | 37.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,165 CHF | 16,083 CHF | 99.42% | 99.42% |
14/05/2024 | 36.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,361 CHF | 16,681 CHF | 99.52% | 99.52% |
13/05/2024 | 35.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,317 CHF | 16,659 CHF | 99.02% | 99.02% |
10/05/2024 | 33.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,353 CHF | 17,676 CHF | 99.28% | 99.28% |
08/05/2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,348 CHF | 15,174 CHF | 99.50% | 99.50% |
07/05/2024 | 29.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,328 CHF | 19,664 CHF | 99.56% | 99.56% |
06/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.86% | 98.86% |
03/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.09% | 98.09% |
02/05/2024 | 35.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,529 CHF | 16,764 CHF | 99.49% | 99.49% |