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 | 18.13% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 991,759 | 481,704 | 49,794 CHF | 29,077 CHF | 99.85% | 99.85% |
15/05/2024 | 16.10% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 887,825 | 447,370 | 50,746 CHF | 30,086 CHF | 100.00% | 100.00% |
14/05/2024 | 15.43% | 0.07 CHF | 0.08 CHF | 850,000 | 425,000 | 854,418 | 430,575 | 51,103 CHF | 30,059 CHF | 99.77% | 99.77% |
13/05/2024 | 18.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 987,483 | 413,937 | 48,533 CHF | 24,825 CHF | 100.00% | 100.00% |
10/05/2024 | 25.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,450 | 250,000 | 34,715 CHF | 11,289 CHF | 100.00% | 100.00% |
08/05/2024 | 25.03% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 979,555 | 250,000 | 34,449 CHF | 11,306 CHF | 97.45% | 97.45% |
07/05/2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,216 CHF | 12,054 CHF | 97.15% | 97.15% |
06/05/2024 | 19.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 317,834 | 46,005 CHF | 18,071 CHF | 99.81% | 99.81% |
03/05/2024 | 19.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 315,984 | 46,283 CHF | 17,952 CHF | 100.00% | 100.00% |
02/05/2024 | 20.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 989,524 | 332,298 | 44,534 CHF | 18,615 CHF | 100.00% | 100.00% |