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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 98.47% | 98.47% |
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 98.33% | 98.33% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.37% | 99.37% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 98.93% | 98.93% |
10/05/2024 | 65.83% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,472 CHF | 5,079 CHF | 99.36% | 99.36% |
08/05/2024 | 49.08% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 24,890 CHF | 6,648 CHF | 99.36% | 99.36% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 94.72% | 94.72% |
06/05/2024 | 59.80% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 18,862 CHF | 5,644 CHF | 99.37% | 99.37% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.37% | 99.37% |
02/05/2024 | 45.80% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 26,736 CHF | 6,956 CHF | 99.36% | 99.36% |