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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 163.53% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,134 CHF | 5,567 CHF | 99.48% | 99.48% |
14/05/2024 | 163.88% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,118 CHF | 5,559 CHF | 99.58% | 99.58% |
13/05/2024 | 166.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009 CHF | 5,505 CHF | 98.62% | 98.62% |
10/05/2024 | 148.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,750 CHF | 5,875 CHF | 99.40% | 99.40% |
08/05/2024 | 145.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,890 CHF | 5,945 CHF | 94.63% | 94.63% |
07/05/2024 | 150.62% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,712 CHF | 5,856 CHF | 98.02% | 98.02% |
06/05/2024 | 153.14% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,580 CHF | 5,790 CHF | 95.46% | 95.46% |
03/05/2024 | 120.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,417 CHF | 6,709 CHF | 98.62% | 98.62% |
02/05/2024 | 100.33% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,032 CHF | 7,516 CHF | 99.60% | 99.60% |
30/04/2024 | 101.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,880 CHF | 7,440 CHF | 98.48% | 98.48% |