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 | 81.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,275 CHF | 8,638 CHF | 98.89% | 98.89% |
15/05/2024 | 83.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,059 CHF | 8,529 CHF | 98.91% | 98.91% |
14/05/2024 | 61.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,364 CHF | 10,682 CHF | 98.60% | 98.60% |
13/05/2024 | 51.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,295 CHF | 12,148 CHF | 94.83% | 94.83% |
10/05/2024 | 54.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,521 CHF | 11,761 CHF | 98.81% | 98.81% |
08/05/2024 | 61.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,442 CHF | 10,721 CHF | 99.08% | 99.08% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.81% | 98.81% |
06/05/2024 | 42.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,250 CHF | 14,625 CHF | 99.11% | 99.11% |
03/05/2024 | 38.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,426 CHF | 15,713 CHF | 99.09% | 99.09% |
02/05/2024 | 30.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,210 CHF | 19,105 CHF | 98.86% | 98.86% |