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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 27.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,210 CHF | 41,210 CHF | 98.86% | 98.86% |
16/05/2024 | 28.84% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 29,703 CHF | 39,703 CHF | 99.58% | 99.58% |
15/05/2024 | 26.68% | 0.03 CHF | 0.04 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 29,263 CHF | 38,263 CHF | 99.53% | 99.53% |
14/05/2024 | 26.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,424 CHF | 42,424 CHF | 99.50% | 99.50% |
13/05/2024 | 26.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,064 CHF | 43,064 CHF | 99.50% | 99.50% |
10/05/2024 | 27.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,271 CHF | 41,271 CHF | 99.53% | 99.53% |
08/05/2024 | 23.32% | 0.04 CHF | 0.05 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 34,106 CHF | 43,106 CHF | 99.51% | 99.51% |
07/05/2024 | 21.79% | 0.04 CHF | 0.05 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 28,660 CHF | 35,660 CHF | 99.53% | 99.53% |
06/05/2024 | 20.48% | 0.05 CHF | 0.06 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 30,681 CHF | 37,681 CHF | 99.49% | 99.49% |
03/05/2024 | 19.64% | 0.05 CHF | 0.06 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 32,161 CHF | 39,161 CHF | 99.51% | 99.51% |