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 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 99.16% | 99.16% |
28/05/2024 | 65.91% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,565 CHF | 10,141 CHF | 99.17% | 99.17% |
27/05/2024 | 60.22% | 0.02 CHF | 0.03 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 24,838 CHF | 11,210 CHF | 99.17% | 99.17% |
24/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 99.15% | 99.15% |
23/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 99.16% | 99.16% |
22/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 99.17% | 99.17% |
21/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 97.49% | 97.49% |
17/05/2024 | 65.62% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,784 CHF | 10,196 CHF | 99.17% | 99.17% |
16/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 99.17% | 99.17% |
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 20,000 CHF | 10,000 CHF | 94.74% | 94.74% |