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 | 143.09% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,990 CHF | 5,995 CHF | 97.63% | 97.63% |
15/05/2024 | 130.50% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,692 CHF | 6,346 CHF | 97.17% | 97.17% |
14/05/2024 | 123.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,097 CHF | 6,548 CHF | 95.36% | 95.36% |
13/05/2024 | 125.79% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,964 CHF | 6,482 CHF | 96.53% | 96.53% |
10/05/2024 | 122.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,169 CHF | 6,584 CHF | 98.57% | 98.57% |
08/05/2024 | 91.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,941 CHF | 7,970 CHF | 98.41% | 98.41% |
07/05/2024 | 76.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,068 CHF | 9,034 CHF | 98.28% | 98.28% |
06/05/2024 | 66.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,088 CHF | 10,044 CHF | 98.79% | 98.79% |
03/05/2024 | 56.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,924 CHF | 11,462 CHF | 97.84% | 97.84% |
02/05/2024 | 44.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,339 CHF | 13,670 CHF | 99.14% | 99.14% |