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 | 156.71% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 2,326 CHF | 2,310 CHF | 99.27% | 99.27% |
15/05/2024 | 139.39% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 3,469 CHF | 2,463 CHF | 99.08% | 99.08% |
14/05/2024 | 83.52% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 10,568 CHF | 3,409 CHF | 99.27% | 99.27% |
13/05/2024 | 81.90% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 11,027 CHF | 3,470 CHF | 98.81% | 98.81% |
10/05/2024 | 48.03% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 24,047 CHF | 5,206 CHF | 99.27% | 99.27% |
08/05/2024 | 79.63% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 12,408 CHF | 3,654 CHF | 99.27% | 99.27% |
07/05/2024 | 44.48% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 26,395 CHF | 5,519 CHF | 99.27% | 99.27% |
06/05/2024 | 53.39% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 21,242 CHF | 4,832 CHF | 99.27% | 99.27% |
03/05/2024 | 67.05% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 14,945 CHF | 3,993 CHF | 99.16% | 99.16% |
02/05/2024 | 87.01% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 9,836 CHF | 3,311 CHF | 99.19% | 99.19% |