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 | 113.94% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,801 CHF | 6,900 CHF | 95.41% | 95.41% |
15/05/2024 | 103.09% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,732 CHF | 7,366 CHF | 98.35% | 98.35% |
14/05/2024 | 84.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,863 CHF | 8,432 CHF | 98.68% | 98.68% |
13/05/2024 | 95.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,475 CHF | 7,738 CHF | 87.36% | 87.36% |
10/05/2024 | 99.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,050 CHF | 7,525 CHF | 99.53% | 99.53% |
08/05/2024 | 100.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,009 CHF | 7,504 CHF | 98.60% | 98.60% |
07/05/2024 | 84.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,892 CHF | 8,446 CHF | 99.21% | 99.21% |
06/05/2024 | 70.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,385 CHF | 9,692 CHF | 99.38% | 99.38% |
03/05/2024 | 62.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,096 CHF | 10,548 CHF | 99.43% | 99.43% |
02/05/2024 | 58.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,117 CHF | 11,058 CHF | 99.07% | 99.07% |