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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 40.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,350 | 250,000 | 19,757 CHF | 7,472 CHF | 99.59% | 99.59% |
28/05/2024 | 40.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,577 CHF | 7,394 CHF | 99.83% | 99.83% |
27/05/2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,880 CHF | 7,470 CHF | 100.00% | 100.00% |
24/05/2024 | 40.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,903 CHF | 7,476 CHF | 100.00% | 100.00% |
23/05/2024 | 40.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,977 | 250,000 | 19,815 CHF | 7,489 CHF | 99.70% | 99.70% |
22/05/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,927 | 250,000 | 19,935 CHF | 7,504 CHF | 98.51% | 98.51% |
21/05/2024 | 33.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,600 | 250,000 | 24,319 CHF | 8,670 CHF | 100.00% | 100.00% |
17/05/2024 | 30.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,808 CHF | 9,452 CHF | 99.65% | 99.65% |
16/05/2024 | 36.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,749 CHF | 8,187 CHF | 99.85% | 99.85% |
15/05/2024 | 33.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,771 CHF | 8,693 CHF | 100.00% | 100.00% |