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 | 36.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,242 CHF | 16,121 CHF | 98.86% | 98.86% |
15/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.96% | 98.96% |
14/05/2024 | 28.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,637 CHF | 20,319 CHF | 98.61% | 98.61% |
13/05/2024 | 23.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,815 CHF | 23,908 CHF | 94.83% | 94.83% |
10/05/2024 | 26.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,336 CHF | 21,668 CHF | 98.78% | 98.78% |
08/05/2024 | 30.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,076 CHF | 19,038 CHF | 98.75% | 98.75% |
07/05/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,954 CHF | 19,977 CHF | 99.17% | 99.17% |
06/05/2024 | 23.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,590 CHF | 24,295 CHF | 99.11% | 99.11% |
03/05/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,822 CHF | 29,911 CHF | 98.37% | 98.37% |
02/05/2024 | 16.77% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,052 CHF | 32,526 CHF | 99.17% | 99.17% |