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 | 152.84% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,581 CHF | 5,790 CHF | 98.10% | 98.10% |
15/05/2024 | 110.61% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,197 CHF | 7,099 CHF | 97.85% | 97.85% |
14/05/2024 | 101.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,841 CHF | 7,421 CHF | 93.86% | 93.86% |
13/05/2024 | 105.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,462 CHF | 7,231 CHF | 98.38% | 98.38% |
10/05/2024 | 98.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,137 CHF | 7,569 CHF | 99.39% | 99.39% |
08/05/2024 | 89.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,163 CHF | 8,082 CHF | 98.83% | 98.83% |
07/05/2024 | 86.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,634 CHF | 8,317 CHF | 97.54% | 97.54% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.39% | 98.39% |
03/05/2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,995 CHF | 14,998 CHF | 97.65% | 97.65% |
02/05/2024 | 36.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,011 CHF | 16,505 CHF | 99.36% | 99.36% |