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 | 75.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,351 CHF | 9,175 CHF | 99.19% | 99.19% |
15/05/2024 | 77.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,943 CHF | 8,971 CHF | 99.57% | 99.57% |
14/05/2024 | 90.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,071 CHF | 8,035 CHF | 97.57% | 97.57% |
13/05/2024 | 106.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,460 CHF | 7,230 CHF | 99.58% | 99.58% |
10/05/2024 | 76.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,206 CHF | 9,103 CHF | 99.36% | 99.36% |
08/05/2024 | 98.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,169 CHF | 7,585 CHF | 95.13% | 95.13% |
07/05/2024 | 85.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,650 CHF | 8,325 CHF | 98.80% | 98.80% |
06/05/2024 | 77.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,860 CHF | 8,930 CHF | 98.54% | 98.54% |
03/05/2024 | 84.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,849 CHF | 8,425 CHF | 96.73% | 96.73% |
02/05/2024 | 79.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,607 CHF | 8,804 CHF | 99.27% | 99.27% |