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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 46.87% | 0.01 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,182 CHF | 6,591 CHF | 99.00% | 99.00% |
21/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.75% | 98.75% |
17/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.71% | 97.71% |
16/05/2024 | 24.79% | 0.02 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,706 CHF | 11,353 CHF | 98.69% | 98.69% |
15/05/2024 | 21.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,115 CHF | 13,058 CHF | 98.62% | 98.62% |
14/05/2024 | 23.65% | 0.02 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,671 CHF | 11,836 CHF | 98.72% | 98.72% |
13/05/2024 | 25.36% | 0.02 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,233 CHF | 11,116 CHF | 95.16% | 95.16% |
10/05/2024 | 22.57% | 0.02 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,705 CHF | 12,352 CHF | 98.91% | 98.91% |
08/05/2024 | 39.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,322 CHF | 7,661 CHF | 99.08% | 99.08% |
07/05/2024 | 39.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,037 CHF | 7,518 CHF | 97.79% | 97.79% |