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 | 93.27% | 93.27% |
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 | 97.36% | 97.36% |
14/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 93.82% | 93.82% |
13/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 92.03% | 92.03% |
10/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 96.28% | 96.28% |
08/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.90% | 98.90% |
07/05/2024 | 89.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,251 CHF | 8,125 CHF | 99.58% | 99.58% |
06/05/2024 | 79.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,662 CHF | 8,831 CHF | 97.14% | 97.14% |
03/05/2024 | 64.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,432 CHF | 10,216 CHF | 99.51% | 99.51% |
02/05/2024 | 49.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,319 CHF | 12,660 CHF | 99.49% | 99.49% |