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 | 57.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,615 CHF | 11,308 CHF | 99.06% | 99.06% |
15/05/2024 | 48.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,779 CHF | 12,890 CHF | 98.90% | 98.90% |
14/05/2024 | 40.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,548 CHF | 14,774 CHF | 99.06% | 99.06% |
13/05/2024 | 46.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,477 CHF | 13,238 CHF | 94.44% | 94.44% |
10/05/2024 | 55.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,187 CHF | 12,094 CHF | 98.08% | 98.08% |
08/05/2024 | 20.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 476,088 | 44,323 CHF | 25,616 CHF | 96.90% | 96.90% |
07/05/2024 | 10.60% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 836,377 | 279,257 | 74,789 CHF | 27,758 CHF | 96.76% | 96.76% |
06/05/2024 | 8.11% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 725,388 | 241,796 | 86,116 CHF | 31,123 CHF | 99.04% | 99.04% |
03/05/2024 | 6.61% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 622,635 | 207,545 | 91,457 CHF | 32,561 CHF | 99.00% | 99.00% |
02/05/2024 | 8.12% | 0.13 CHF | 0.14 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 88,938 CHF | 32,146 CHF | 99.02% | 99.02% |