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 | 40.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,922 CHF | 14,961 CHF | 95.24% | 95.24% |
15/05/2024 | 43.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,826 CHF | 13,913 CHF | 98.34% | 98.34% |
14/05/2024 | 47.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,108 CHF | 13,054 CHF | 98.69% | 98.69% |
13/05/2024 | 42.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,322 CHF | 14,161 CHF | 87.37% | 87.37% |
10/05/2024 | 29.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,834 CHF | 19,417 CHF | 99.50% | 99.50% |
08/05/2024 | 28.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,910 CHF | 19,955 CHF | 98.64% | 98.64% |
07/05/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,061 CHF | 20,031 CHF | 99.20% | 99.20% |
06/05/2024 | 36.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,918 CHF | 16,959 CHF | 99.49% | 99.49% |
03/05/2024 | 32.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,559 CHF | 18,280 CHF | 99.54% | 99.54% |
02/05/2024 | 21.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,867 CHF | 25,934 CHF | 99.12% | 99.12% |