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 | 110.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,116 CHF | 7,058 CHF | 99.24% | 99.24% |
15/05/2024 | 118.78% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,478 CHF | 6,739 CHF | 98.82% | 98.82% |
14/05/2024 | 127.46% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,867 CHF | 6,433 CHF | 97.56% | 97.56% |
13/05/2024 | 161.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,212 CHF | 5,606 CHF | 99.28% | 99.28% |
10/05/2024 | 81.34% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,601 CHF | 8,800 CHF | 99.38% | 99.38% |
08/05/2024 | 138.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,344 CHF | 6,172 CHF | 95.14% | 95.14% |
07/05/2024 | 124.29% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,074 CHF | 6,537 CHF | 98.80% | 98.80% |
06/05/2024 | 107.93% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,287 CHF | 7,143 CHF | 98.86% | 98.86% |
03/05/2024 | 103.59% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,732 CHF | 7,366 CHF | 98.43% | 98.43% |
02/05/2024 | 92.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,825 CHF | 7,913 CHF | 99.27% | 99.27% |