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 | 33.00% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,350 CHF | 19,175 CHF | 97.97% | 97.97% |
15/05/2024 | 24.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,687 CHF | 22,844 CHF | 99.46% | 99.46% |
14/05/2024 | 22.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,440 CHF | 25,220 CHF | 99.56% | 99.56% |
13/05/2024 | 26.83% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,971 CHF | 21,486 CHF | 99.02% | 99.02% |
10/05/2024 | 23.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,134 CHF | 24,067 CHF | 99.10% | 99.10% |
08/05/2024 | 24.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,610 CHF | 23,305 CHF | 99.50% | 99.50% |
07/05/2024 | 19.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,883 CHF | 28,442 CHF | 99.52% | 99.52% |
06/05/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,115 CHF | 35,058 CHF | 98.84% | 98.84% |
03/05/2024 | 13.57% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,850 CHF | 39,425 CHF | 98.14% | 98.14% |
02/05/2024 | 21.56% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,654 CHF | 25,827 CHF | 99.48% | 99.48% |