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 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 99.86% | 99.86% |
15/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 100.00% | 100.00% |
14/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,278 | 250,000 | 44,653 CHF | 13,750 CHF | 99.78% | 99.78% |
13/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 100.00% | 100.00% |
10/05/2024 | 19.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,891 | 316,215 | 46,220 CHF | 18,014 CHF | 100.00% | 100.00% |
08/05/2024 | 16.60% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 921,095 | 472,397 | 50,882 CHF | 30,818 CHF | 100.00% | 100.00% |
07/05/2024 | 15.76% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 871,461 | 439,372 | 50,946 CHF | 30,068 CHF | 99.85% | 99.85% |
06/05/2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 769,739 | 398,497 | 50,104 CHF | 29,924 CHF | 99.83% | 99.83% |
03/05/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 729,000 | 377,000 | 50,951 CHF | 30,119 CHF | 100.00% | 100.00% |
02/05/2024 | 12.79% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 692,051 | 358,820 | 50,658 CHF | 29,854 CHF | 100.00% | 100.00% |