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 | 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% |
15/05/2024 | 165.32% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,056 CHF | 5,528 CHF | 99.51% | 99.51% |
14/05/2024 | 113.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,845 CHF | 6,922 CHF | 99.11% | 99.11% |
13/05/2024 | 76.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,151 CHF | 9,075 CHF | 98.90% | 98.90% |
10/05/2024 | 85.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,822 CHF | 8,411 CHF | 99.43% | 99.43% |
08/05/2024 | 81.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,282 CHF | 8,641 CHF | 99.49% | 99.49% |
07/05/2024 | 67.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,062 CHF | 10,031 CHF | 99.48% | 99.48% |
06/05/2024 | 50.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,868 CHF | 12,434 CHF | 99.32% | 99.32% |
03/05/2024 | 47.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,235 CHF | 13,117 CHF | 99.36% | 99.36% |
02/05/2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,028 CHF | 15,014 CHF | 98.86% | 98.86% |