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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.54% | 99.54% |
23/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 96.07% | 96.07% |
22/05/2024 | 147.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,861 CHF | 5,931 CHF | 99.59% | 99.59% |
21/05/2024 | 104.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,614 CHF | 7,307 CHF | 96.95% | 96.95% |
17/05/2024 | 60.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,779 CHF | 10,890 CHF | 99.60% | 99.60% |
16/05/2024 | 50.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,736 CHF | 12,368 CHF | 99.52% | 99.52% |
15/05/2024 | 54.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,654 CHF | 12,327 CHF | 99.44% | 99.44% |
14/05/2024 | 40.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,738 CHF | 14,869 CHF | 99.09% | 99.09% |
13/05/2024 | 44.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,738 CHF | 13,869 CHF | 99.02% | 99.02% |
10/05/2024 | 32.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,730 CHF | 18,365 CHF | 97.97% | 97.97% |