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 | 102.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,788 CHF | 7,394 CHF | 99.18% | 99.18% |
28/05/2024 | 79.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,592 CHF | 8,796 CHF | 94.71% | 94.71% |
27/05/2024 | 72.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,825 CHF | 9,413 CHF | 98.91% | 98.91% |
24/05/2024 | 80.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,467 CHF | 8,734 CHF | 98.02% | 98.02% |
23/05/2024 | 53.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,655 CHF | 11,828 CHF | 95.90% | 95.90% |
22/05/2024 | 52.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,899 CHF | 11,949 CHF | 99.55% | 99.55% |
21/05/2024 | 45.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,934 CHF | 13,467 CHF | 96.98% | 96.98% |
17/05/2024 | 31.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,441 CHF | 18,721 CHF | 98.55% | 98.55% |
16/05/2024 | 28.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,850 CHF | 19,925 CHF | 98.62% | 98.62% |
15/05/2024 | 39.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,362 CHF | 15,181 CHF | 99.55% | 99.55% |