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 | 93.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,816 CHF | 7,908 CHF | 97.13% | 97.13% |
15/05/2024 | 70.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,488 CHF | 9,744 CHF | 98.29% | 98.29% |
14/05/2024 | 59.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,993 CHF | 10,996 CHF | 97.34% | 97.34% |
13/05/2024 | 57.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,629 CHF | 11,314 CHF | 92.66% | 92.66% |
10/05/2024 | 54.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,301 CHF | 11,651 CHF | 98.71% | 98.71% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.88% | 96.88% |
07/05/2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,422 CHF | 15,211 CHF | 96.51% | 96.51% |
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 | 90.44% | 90.44% |
03/05/2024 | 25.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,118 CHF | 22,559 CHF | 94.38% | 94.38% |
02/05/2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,337 CHF | 24,668 CHF | 97.77% | 97.77% |