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 | 119.10% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 940,703 | 250,000 | 3,556 CHF | 3,664 CHF | 51.31% | 51.31% |
15/05/2024 | 144.07% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 929,699 | 250,000 | 1,960 CHF | 3,011 CHF | 79.90% | 79.90% |
14/05/2024 | 108.03% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,165 | 250,000 | 4,457 CHF | 3,750 CHF | 99.18% | 99.18% |
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,917 | 250,000 | 4,980 CHF | 3,750 CHF | 99.39% | 99.39% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,252 | 250,000 | 4,961 CHF | 3,750 CHF | 99.39% | 99.39% |
08/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,122 | 250,000 | 4,966 CHF | 3,750 CHF | 98.32% | 98.32% |
07/05/2024 | 85.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 967,147 | 250,000 | 7,026 CHF | 4,300 CHF | 66.58% | 66.58% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,655 | 250,000 | 9,877 CHF | 5,000 CHF | 99.22% | 99.22% |
03/05/2024 | 56.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,173 | 250,000 | 13,076 CHF | 5,790 CHF | 99.02% | 99.02% |
02/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,664 | 250,000 | 14,920 CHF | 6,250 CHF | 99.39% | 99.39% |