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 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 95.23% | 95.23% |
15/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.31% | 98.31% |
14/05/2024 | 137.38% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,357 CHF | 6,179 CHF | 98.77% | 98.77% |
13/05/2024 | 151.47% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,651 CHF | 5,826 CHF | 87.35% | 87.35% |
10/05/2024 | 166.26% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017 CHF | 5,509 CHF | 99.54% | 99.54% |
08/05/2024 | 161.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,210 CHF | 5,605 CHF | 98.69% | 98.69% |
07/05/2024 | 138.38% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,255 CHF | 6,127 CHF | 99.22% | 99.22% |
06/05/2024 | 110.94% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,181 CHF | 7,090 CHF | 99.49% | 99.49% |
03/05/2024 | 101.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,857 CHF | 7,429 CHF | 99.23% | 99.23% |
02/05/2024 | 113.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,969 CHF | 6,985 CHF | 99.17% | 99.17% |