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 | 23.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,395 CHF | 12,099 CHF | 99.23% | 99.23% |
15/05/2024 | 25.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,674 | 250,000 | 34,373 CHF | 11,157 CHF | 99.39% | 99.39% |
14/05/2024 | 20.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,554 CHF | 13,389 CHF | 99.18% | 99.18% |
13/05/2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,340 | 250,000 | 40,314 CHF | 12,635 CHF | 99.38% | 99.38% |
10/05/2024 | 21.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 983,221 | 250,000 | 41,420 CHF | 13,044 CHF | 99.39% | 99.39% |
08/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.39% | 99.39% |
07/05/2024 | 21.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,396 | 250,000 | 41,834 CHF | 13,025 CHF | 99.22% | 99.22% |
06/05/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,818 | 250,000 | 44,722 CHF | 13,750 CHF | 99.21% | 99.21% |
03/05/2024 | 21.68% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,296 | 250,000 | 40,917 CHF | 12,806 CHF | 99.39% | 99.39% |
02/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 978,700 | 250,000 | 39,148 CHF | 12,500 CHF | 99.39% | 99.39% |