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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 150.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,689 CHF | 5,845 CHF | 96.48% | 96.48% |
16/05/2024 | 163.70% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,125 CHF | 5,562 CHF | 99.16% | 99.16% |
15/05/2024 | 151.90% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,622 CHF | 5,811 CHF | 99.45% | 99.45% |
14/05/2024 | 162.47% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,176 CHF | 5,588 CHF | 99.57% | 99.57% |
13/05/2024 | 162.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,165 CHF | 5,582 CHF | 98.71% | 98.71% |
10/05/2024 | 146.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,847 CHF | 5,923 CHF | 99.72% | 99.72% |
08/05/2024 | 135.91% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,389 CHF | 6,194 CHF | 94.63% | 94.63% |
07/05/2024 | 127.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,883 CHF | 6,442 CHF | 98.02% | 98.02% |
06/05/2024 | 143.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,992 CHF | 5,996 CHF | 95.46% | 95.46% |
03/05/2024 | 117.72% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,556 CHF | 6,778 CHF | 98.31% | 98.31% |