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 | 71.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,208 CHF | 9,604 CHF | 97.18% | 97.18% |
15/05/2024 | 50.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,046 CHF | 13,023 CHF | 99.07% | 99.07% |
14/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,998 | 20,000 CHF | 15,000 CHF | 96.97% | 96.97% |
13/05/2024 | 38.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,658 CHF | 15,829 CHF | 92.80% | 92.80% |
10/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.74% | 98.74% |
08/05/2024 | 27.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,607 CHF | 20,803 CHF | 96.39% | 96.39% |
07/05/2024 | 21.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,886 CHF | 25,443 CHF | 96.94% | 96.94% |
06/05/2024 | 17.00% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,210 CHF | 32,105 CHF | 90.49% | 90.49% |
03/05/2024 | 14.67% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,614 CHF | 36,807 CHF | 95.21% | 95.21% |
02/05/2024 | 13.74% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,020 CHF | 39,010 CHF | 98.09% | 98.09% |