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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 114.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,768 CHF | 6,884 CHF | 99.30% | 99.30% |
15/05/2024 | 84.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,045 CHF | 8,523 CHF | 99.17% | 99.17% |
14/05/2024 | 116.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,822 CHF | 6,911 CHF | 98.63% | 98.63% |
13/05/2024 | 154.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,688 CHF | 5,844 CHF | 99.05% | 99.05% |
10/05/2024 | 113.58% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,885 CHF | 6,943 CHF | 98.33% | 98.33% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 9.85% | 99.03% |
07/05/2024 | 45.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,047 CHF | 14,024 CHF | 99.02% | 99.02% |
06/05/2024 | 39.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,566 CHF | 15,283 CHF | 98.71% | 98.71% |
03/05/2024 | 39.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,102 CHF | 15,051 CHF | 98.69% | 98.69% |
02/05/2024 | 30.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,027 CHF | 19,014 CHF | 98.70% | 98.70% |