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 | 25.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,431 CHF | 11,108 CHF | 99.24% | 99.24% |
15/05/2024 | 29.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,726 | 250,000 | 29,045 CHF | 9,816 CHF | 99.38% | 99.38% |
14/05/2024 | 19.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 289,538 | 45,555 CHF | 16,237 CHF | 99.17% | 99.17% |
13/05/2024 | 20.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,344 | 250,000 | 42,843 CHF | 13,274 CHF | 99.38% | 99.38% |
10/05/2024 | 20.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 983,241 | 250,000 | 43,522 CHF | 13,569 CHF | 99.39% | 99.39% |
08/05/2024 | 22.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,616 CHF | 12,404 CHF | 99.38% | 99.38% |
07/05/2024 | 20.66% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,383 | 280,153 | 43,353 CHF | 15,182 CHF | 99.24% | 99.24% |
06/05/2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,881 | 436,531 | 48,507 CHF | 25,886 CHF | 99.21% | 99.21% |
03/05/2024 | 20.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,382 | 250,000 | 43,756 CHF | 13,516 CHF | 99.38% | 99.38% |
02/05/2024 | 21.74% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 978,695 | 250,000 | 40,233 CHF | 12,771 CHF | 99.39% | 99.39% |