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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.08% | 98.08% |
15/05/2024 | 149.91% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,706 CHF | 5,853 CHF | 97.83% | 97.83% |
14/05/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,000 CHF | 6,000 CHF | 93.88% | 93.88% |
13/05/2024 | 142.70% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,009 CHF | 6,004 CHF | 98.36% | 98.36% |
10/05/2024 | 141.07% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,100 CHF | 6,050 CHF | 99.30% | 99.30% |
08/05/2024 | 132.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,585 CHF | 6,293 CHF | 98.85% | 98.85% |
07/05/2024 | 124.87% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,009 CHF | 6,505 CHF | 97.51% | 97.51% |
06/05/2024 | 107.18% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,361 CHF | 7,181 CHF | 98.43% | 98.43% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.20% | 97.20% |
02/05/2024 | 59.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,618 CHF | 11,309 CHF | 99.33% | 99.33% |