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 | 95.30% | 95.30% |
15/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.34% | 98.34% |
14/05/2024 | 123.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,169 CHF | 6,584 CHF | 98.70% | 98.70% |
13/05/2024 | 153.75% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,589 CHF | 5,795 CHF | 87.38% | 87.38% |
10/05/2024 | 145.60% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,900 CHF | 5,950 CHF | 99.53% | 99.53% |
08/05/2024 | 141.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,094 CHF | 6,047 CHF | 98.59% | 98.59% |
07/05/2024 | 127.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,888 CHF | 6,444 CHF | 99.21% | 99.21% |
06/05/2024 | 99.24% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,279 CHF | 7,639 CHF | 99.15% | 99.15% |
03/05/2024 | 77.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,911 CHF | 8,956 CHF | 99.23% | 99.23% |
02/05/2024 | 63.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,920 CHF | 10,460 CHF | 99.06% | 99.06% |