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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 99.98% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,044 CHF | 7,522 CHF | 96.08% | 96.08% |
22/05/2024 | 116.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,657 CHF | 6,828 CHF | 99.55% | 99.55% |
21/05/2024 | 122.83% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,283 CHF | 6,641 CHF | 96.97% | 96.97% |
17/05/2024 | 145.03% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,988 CHF | 5,994 CHF | 99.44% | 99.44% |
16/05/2024 | 112.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,982 CHF | 6,991 CHF | 99.59% | 99.59% |
15/05/2024 | 105.99% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,490 CHF | 7,245 CHF | 99.45% | 99.45% |
14/05/2024 | 90.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,024 CHF | 8,012 CHF | 99.56% | 99.56% |
13/05/2024 | 89.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,314 CHF | 8,157 CHF | 99.00% | 99.00% |
10/05/2024 | 74.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,407 CHF | 9,203 CHF | 99.36% | 99.36% |
08/05/2024 | 43.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,977 CHF | 13,989 CHF | 99.53% | 99.53% |