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 | 71.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,023 CHF | 9,511 CHF | 99.47% | 99.47% |
15/05/2024 | 71.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,079 CHF | 9,540 CHF | 99.72% | 99.72% |
14/05/2024 | 62.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,080 CHF | 10,540 CHF | 99.28% | 99.28% |
13/05/2024 | 65.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,339 CHF | 10,169 CHF | 99.02% | 99.02% |
10/05/2024 | 55.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,135 CHF | 11,567 CHF | 98.28% | 98.28% |
08/05/2024 | 49.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,578 CHF | 12,789 CHF | 99.55% | 99.55% |
07/05/2024 | 53.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,750 CHF | 11,875 CHF | 99.65% | 99.65% |
06/05/2024 | 53.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,862 CHF | 11,931 CHF | 99.58% | 99.58% |
03/05/2024 | 49.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,355 CHF | 12,678 CHF | 99.44% | 99.44% |
02/05/2024 | 55.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,120 CHF | 11,560 CHF | 99.09% | 99.09% |