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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 486,765 CHF | 98,153 CHF | 99.42% | 99.42% |
14/05/2024 | 1.05% | 95.80 % | 96.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 475,006 CHF | 96,001 CHF | 98.90% | 98.90% |
13/05/2024 | - | 95.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | - | 93.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
08/05/2024 | - | 91.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.91% |
07/05/2024 | - | 91.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.44% |
06/05/2024 | - | 89.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | - | 88.60 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
02/05/2024 | - | 85.40 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
30/04/2024 | - | 91.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.59% |