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 | 126.45% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,929 CHF | 6,464 CHF | 95.41% | 95.41% |
15/05/2024 | 109.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,116 CHF | 7,058 CHF | 98.32% | 98.32% |
14/05/2024 | 110.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,071 CHF | 7,036 CHF | 98.75% | 98.75% |
13/05/2024 | 98.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,191 CHF | 7,596 CHF | 87.39% | 87.39% |
10/05/2024 | 75.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,317 CHF | 9,159 CHF | 99.53% | 99.53% |
08/05/2024 | 68.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,601 CHF | 9,800 CHF | 68.19% | 98.71% |
07/05/2024 | 70.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,277 CHF | 9,638 CHF | 99.21% | 99.21% |
06/05/2024 | 78.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,096 CHF | 9,048 CHF | 99.55% | 99.55% |
03/05/2024 | 64.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,632 CHF | 10,316 CHF | 99.55% | 99.55% |
02/05/2024 | 43.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,248 CHF | 15,124 CHF | 99.11% | 99.11% |