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 | 103.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 988,411 | 988,411 | 6,358 CHF | 19,804 CHF | 100.00% | 100.00% |
15/05/2024 | 86.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 988,109 | 988,109 | 7,894 CHF | 19,797 CHF | 100.00% | 100.00% |
14/05/2024 | 66.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,345 | 989,345 | 10,192 CHF | 20,212 CHF | 100.00% | 100.00% |
13/05/2024 | 67.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,932 | 989,932 | 9,899 CHF | 19,809 CHF | 99.83% | 99.83% |
10/05/2024 | 68.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 9,755 CHF | 19,809 CHF | 100.00% | 100.00% |
08/05/2024 | 86.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,597 | 989,597 | 7,917 CHF | 19,808 CHF | 98.93% | 98.93% |
07/05/2024 | 86.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,084 | 989,084 | 7,921 CHF | 19,804 CHF | 99.67% | 99.67% |
06/05/2024 | 86.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 7,920 CHF | 19,812 CHF | 100.00% | 100.00% |
03/05/2024 | 82.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,939 | 989,939 | 8,330 CHF | 19,812 CHF | 100.00% | 100.00% |
02/05/2024 | 68.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 989,792 | 989,792 | 9,723 CHF | 19,807 CHF | 98.55% | 98.55% |