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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,500 CHF | 2,750 CHF | 98.47% | 98.47% |
15/05/2024 | 147.25% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 2,932 CHF | 2,989 CHF | 98.33% | 98.33% |
14/05/2024 | 115.69% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 5,566 CHF | 3,428 CHF | 99.36% | 99.36% |
13/05/2024 | 130.24% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 4,147 CHF | 3,191 CHF | 98.94% | 98.94% |
10/05/2024 | 120.19% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 5,281 CHF | 3,380 CHF | 99.36% | 99.36% |
08/05/2024 | 101.24% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 7,411 CHF | 3,735 CHF | 99.35% | 99.35% |
07/05/2024 | 93.29% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 8,780 CHF | 3,963 CHF | 94.70% | 94.70% |
06/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,500 CHF | 2,750 CHF | 99.37% | 99.37% |
03/05/2024 | 128.56% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 5,289 CHF | 3,381 CHF | 99.37% | 99.37% |
02/05/2024 | 124.18% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 4,594 CHF | 3,266 CHF | 99.37% | 99.37% |