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 | 164.92% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,073 CHF | 5,537 CHF | 99.10% | 99.10% |
15/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.16% | 99.16% |
14/05/2024 | 166.12% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023 CHF | 5,512 CHF | 99.14% | 99.14% |
13/05/2024 | 166.45% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009 CHF | 5,505 CHF | 95.16% | 95.16% |
10/05/2024 | 162.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,177 CHF | 5,589 CHF | 99.12% | 99.12% |
08/05/2024 | 156.74% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,417 CHF | 5,708 CHF | 99.14% | 99.14% |
07/05/2024 | 161.44% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,219 CHF | 5,610 CHF | 99.11% | 99.11% |
06/05/2024 | 165.79% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,037 CHF | 5,518 CHF | 99.17% | 99.17% |
03/05/2024 | 132.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,603 CHF | 6,301 CHF | 98.98% | 98.98% |
02/05/2024 | 117.57% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,561 CHF | 6,780 CHF | 99.11% | 99.11% |