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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 7,500 CHF | 3,750 CHF | 99.38% | 99.38% |
22/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 7,500 CHF | 3,750 CHF | 99.36% | 99.36% |
21/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 7,500 CHF | 3,750 CHF | 99.25% | 99.25% |
17/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 7,500 CHF | 3,750 CHF | 99.36% | 99.36% |
16/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 7,500 CHF | 3,750 CHF | 98.47% | 98.47% |
15/05/2024 | 94.76% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 8,365 CHF | 3,894 CHF | 98.33% | 98.33% |
14/05/2024 | 90.91% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 9,000 CHF | 4,000 CHF | 99.36% | 99.36% |
13/05/2024 | 95.89% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 8,178 CHF | 3,863 CHF | 98.94% | 98.94% |
10/05/2024 | 91.43% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 8,914 CHF | 3,986 CHF | 99.36% | 99.36% |
08/05/2024 | 90.91% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 9,000 CHF | 4,000 CHF | 99.36% | 99.36% |