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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 52.54% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 21,081 CHF | 3,608 CHF | 99.27% | 99.27% |
28/05/2024 | 47.02% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 24,438 CHF | 3,944 CHF | 99.27% | 99.27% |
27/05/2024 | 44.67% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 26,101 CHF | 4,110 CHF | 99.27% | 99.27% |
24/05/2024 | 57.19% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,780 CHF | 3,378 CHF | 99.27% | 99.27% |
23/05/2024 | 51.74% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 21,544 CHF | 3,654 CHF | 99.24% | 99.24% |
22/05/2024 | 49.56% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,807 CHF | 3,781 CHF | 99.27% | 99.27% |
21/05/2024 | 47.03% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 24,486 CHF | 3,949 CHF | 99.17% | 99.17% |
17/05/2024 | 49.46% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,998 CHF | 3,800 CHF | 99.05% | 99.05% |
16/05/2024 | 67.78% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 14,692 CHF | 2,969 CHF | 99.27% | 99.27% |
15/05/2024 | 67.94% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 14,610 CHF | 2,961 CHF | 99.12% | 99.12% |