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 | 149.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,756 CHF | 5,878 CHF | 98.70% | 98.70% |
15/05/2024 | 87.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,659 CHF | 8,329 CHF | 98.27% | 98.27% |
14/05/2024 | 96.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,434 CHF | 7,717 CHF | 98.38% | 98.38% |
13/05/2024 | 113.26% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,879 CHF | 6,940 CHF | 94.24% | 94.24% |
10/05/2024 | 90.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,107 CHF | 8,054 CHF | 98.94% | 98.94% |
08/05/2024 | 164.09% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,108 CHF | 5,554 CHF | 99.07% | 99.07% |
07/05/2024 | 165.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,041 CHF | 5,520 CHF | 98.83% | 98.83% |
06/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.09% | 98.09% |
03/05/2024 | 166.13% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023 CHF | 5,512 CHF | 99.09% | 99.09% |
02/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.85% | 98.85% |