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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 141.23% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,156 CHF | 6,078 CHF | 97.31% | 97.31% |
16/05/2024 | 112.65% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,921 CHF | 6,960 CHF | 98.57% | 98.57% |
15/05/2024 | 92.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,905 CHF | 7,952 CHF | 92.99% | 92.99% |
14/05/2024 | 86.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,588 CHF | 8,294 CHF | 91.52% | 91.52% |
13/05/2024 | 144.97% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,016 CHF | 6,008 CHF | 85.99% | 85.99% |
10/05/2024 | 149.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,764 CHF | 5,882 CHF | 87.20% | 87.20% |
08/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 0.04% | 97.79% |
07/05/2024 | 65.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,579 CHF | 10,290 CHF | 86.89% | 86.89% |
06/05/2024 | 42.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,167 CHF | 14,584 CHF | 85.69% | 85.69% |
03/05/2024 | 49.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,368 CHF | 13,184 CHF | 92.11% | 92.11% |