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 | 153.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,555 CHF | 5,778 CHF | 98.84% | 98.84% |
15/05/2024 | 148.52% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,765 CHF | 5,883 CHF | 98.26% | 98.26% |
14/05/2024 | 117.02% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,595 CHF | 6,797 CHF | 98.59% | 98.59% |
13/05/2024 | 101.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,901 CHF | 7,451 CHF | 94.81% | 94.81% |
10/05/2024 | 105.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,569 CHF | 7,285 CHF | 98.66% | 98.66% |
08/05/2024 | 115.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,719 CHF | 6,860 CHF | 99.06% | 99.06% |
07/05/2024 | 110.31% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,096 CHF | 7,048 CHF | 98.75% | 98.75% |
06/05/2024 | 88.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,401 CHF | 8,201 CHF | 98.77% | 98.77% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.36% | 98.36% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.85% | 98.85% |