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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 87.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,492 CHF | 8,246 CHF | 98.90% | 98.90% |
14/05/2024 | 76.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,188 CHF | 9,094 CHF | 99.05% | 99.05% |
13/05/2024 | 87.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,416 CHF | 8,208 CHF | 94.49% | 94.49% |
10/05/2024 | 96.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,364 CHF | 7,682 CHF | 98.10% | 98.10% |
08/05/2024 | 46.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,903 CHF | 13,452 CHF | 96.90% | 96.90% |
07/05/2024 | 24.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,152 CHF | 23,076 CHF | 96.75% | 96.75% |
06/05/2024 | 18.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 486,715 | 49,602 CHF | 28,877 CHF | 99.07% | 99.07% |
03/05/2024 | 14.62% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 402,074 | 63,918 CHF | 29,708 CHF | 99.01% | 99.01% |
02/05/2024 | 17.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 498,807 | 51,747 CHF | 30,790 CHF | 99.29% | 99.29% |
30/04/2024 | 17.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,042 CHF | 31,521 CHF | 98.57% | 98.57% |