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 | 104.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,411 CHF | 7,705 CHF | 97.96% | 97.96% |
15/05/2024 | 77.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,089 CHF | 9,044 CHF | 99.45% | 99.45% |
14/05/2024 | 68.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,874 CHF | 9,937 CHF | 99.54% | 99.54% |
13/05/2024 | 78.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,855 CHF | 8,927 CHF | 99.05% | 99.05% |
10/05/2024 | 68.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,778 CHF | 9,889 CHF | 99.14% | 99.14% |
08/05/2024 | 74.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,414 CHF | 9,207 CHF | 99.50% | 99.50% |
07/05/2024 | 59.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,936 CHF | 10,968 CHF | 99.56% | 99.56% |
06/05/2024 | 41.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,951 CHF | 14,475 CHF | 98.87% | 98.87% |
03/05/2024 | 39.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,293 CHF | 15,147 CHF | 98.04% | 98.04% |
02/05/2024 | 57.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,526 CHF | 11,263 CHF | 99.48% | 99.48% |