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 | 44.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 988,411 | 988,411 | 17,669 CHF | 27,579 CHF | 100.00% | 100.00% |
15/05/2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 988,094 | 988,094 | 19,976 CHF | 29,886 CHF | 100.00% | 100.00% |
14/05/2024 | 30.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 989,345 | 989,345 | 28,272 CHF | 38,182 CHF | 100.00% | 100.00% |
13/05/2024 | 30.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 989,932 | 989,932 | 27,663 CHF | 37,573 CHF | 99.82% | 99.82% |
10/05/2024 | 33.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 25,453 CHF | 35,363 CHF | 100.00% | 100.00% |
08/05/2024 | 37.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 989,596 | 989,596 | 21,911 CHF | 31,820 CHF | 98.93% | 98.93% |
07/05/2024 | 37.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 989,091 | 989,091 | 21,791 CHF | 31,700 CHF | 99.66% | 99.66% |
06/05/2024 | 37.74% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 21,616 CHF | 31,526 CHF | 100.00% | 100.00% |
03/05/2024 | 37.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 21,877 CHF | 31,787 CHF | 100.00% | 100.00% |
02/05/2024 | 34.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 989,792 | 989,792 | 23,875 CHF | 33,784 CHF | 98.55% | 98.55% |