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 | 95.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,506 CHF | 7,753 CHF | 98.90% | 98.90% |
15/05/2024 | 85.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,724 CHF | 8,362 CHF | 99.17% | 99.17% |
14/05/2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,166 CHF | 10,083 CHF | 98.49% | 98.49% |
13/05/2024 | 63.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,729 CHF | 10,365 CHF | 94.81% | 94.81% |
10/05/2024 | 67.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,836 CHF | 9,918 CHF | 99.09% | 99.09% |
08/05/2024 | 76.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,029 CHF | 9,014 CHF | 98.49% | 98.49% |
07/05/2024 | 73.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,681 CHF | 9,340 CHF | 98.83% | 98.83% |
06/05/2024 | 72.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,895 CHF | 9,447 CHF | 98.91% | 98.91% |
03/05/2024 | 70.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,133 CHF | 9,566 CHF | 99.08% | 99.08% |
02/05/2024 | 65.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,276 CHF | 10,138 CHF | 99.11% | 99.11% |