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 | 39.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,498 CHF | 7,625 CHF | 99.26% | 99.26% |
15/05/2024 | 49.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,139 | 250,000 | 15,186 CHF | 6,326 CHF | 99.39% | 99.39% |
14/05/2024 | 41.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,372 CHF | 7,343 CHF | 99.17% | 99.17% |
13/05/2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,842 | 250,000 | 20,154 CHF | 7,569 CHF | 99.39% | 99.39% |
10/05/2024 | 33.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 980,539 | 250,000 | 24,632 CHF | 8,784 CHF | 99.39% | 99.39% |
08/05/2024 | 29.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,174 | 29,329 CHF | 10,141 CHF | 99.39% | 99.39% |
07/05/2024 | 22.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,826 | 272,409 | 40,188 CHF | 13,893 CHF | 99.22% | 99.22% |
06/05/2024 | 31.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,328 | 250,000 | 27,225 CHF | 9,356 CHF | 99.22% | 99.22% |
03/05/2024 | 34.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,106 CHF | 8,527 CHF | 99.38% | 99.38% |
02/05/2024 | 29.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 976,658 | 250,000 | 28,053 CHF | 9,708 CHF | 99.39% | 99.39% |