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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 163.23% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,145 CHF | 5,572 CHF | 99.39% | 99.39% |
21/05/2024 | 121.35% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,419 CHF | 6,709 CHF | 96.66% | 96.66% |
17/05/2024 | 93.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,770 CHF | 7,885 CHF | 99.37% | 99.37% |
16/05/2024 | 101.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,917 CHF | 7,459 CHF | 99.29% | 99.29% |
15/05/2024 | 110.92% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,041 CHF | 7,020 CHF | 99.44% | 99.44% |
14/05/2024 | 95.53% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,556 CHF | 7,778 CHF | 99.09% | 99.09% |
13/05/2024 | 113.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,879 CHF | 6,939 CHF | 99.36% | 99.36% |
10/05/2024 | 90.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,096 CHF | 8,048 CHF | 99.57% | 99.57% |
08/05/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
07/05/2024 | 54.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,581 CHF | 12,290 CHF | 99.45% | 99.45% |